+6.1%
CVNA vs CRL
-37.1%
+43.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.9% |
| 7D | -7.3% | -3.5% | -3.7% | -5.0% |
| 30D | -4.6% | -2.1% | -2.4% | -3.2% |
| 3M | +2.0% | +48.0% | -46.0% | -23.2% |
| 6M | +11.7% | +64.7% | -53.0% | -23.3% |
| YTD | -18.1% | +39.5% | -57.6% | -37.3% |
| 1Y | -2.4% | +74.2% | -76.6% | -37.7% |
| 3Y | +580.6% | +39.4% | +541.2% | +346.8% |
| All | +6.1% | -37.1% | +43.2% | +14.0% |
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