+591.6%
CVNA vs CRS
+620.4%
-28.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.0% | -3.2% |
| 7D | -4.3% | -4.1% | -0.2% | -2.4% |
| 30D | -2.4% | -16.6% | +14.2% | +6.0% |
| 3M | +4.5% | -14.3% | +18.8% | +11.0% |
| 6M | +10.2% | +11.6% | -1.4% | +1.7% |
| YTD | -16.7% | +42.6% | -59.3% | -33.4% |
| 1Y | -3.8% | +81.8% | -85.6% | -34.1% |
| All | +591.6% | +620.4% | -28.8% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling