+6.1%
CVNA vs CRS
+1,363.4%
-1,357.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.9% |
| 7D | -7.3% | -6.8% | -0.5% | -3.3% |
| 30D | -4.6% | -16.1% | +11.5% | +5.7% |
| 3M | +2.0% | -21.2% | +23.1% | +16.3% |
| 6M | +11.7% | +8.7% | +3.1% | +2.3% |
| YTD | -18.1% | +41.0% | -59.0% | -38.1% |
| 1Y | -2.4% | +82.7% | -85.0% | -40.0% |
| 3Y | +580.6% | +604.8% | -24.2% | +36.8% |
| All | +6.1% | +1,363.4% | -1,357.3% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling