+20.3%
CVNA vs CRL
-13.0%
+33.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.7% |
| 7D | -1.7% | +8.9% | -10.6% | -7.2% |
| 30D | +17.3% | +14.0% | +3.3% | +5.0% |
| 3M | -2.3% | +19.8% | -22.1% | -16.1% |
| 6M | -3.9% | +102.0% | -105.9% | -44.1% |
| YTD | -16.1% | +70.8% | -86.9% | -46.0% |
| 1Y | +7.9% | +98.7% | -90.8% | -38.3% |
| 3Y | +1,113.4% | +98.2% | +1,015.3% | +449.0% |
| 5Y | +20.3% | -11.7% | +32.0% | +23.3% |
| All | +20.3% | -13.0% | +33.3% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling