+3,265.8%
CVNA vs CRS
+1,230.4%
+2,035.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +2.0% |
| 7D | +3.5% | -3.1% | +6.6% | +5.1% |
| 30D | +5.5% | -19.6% | +25.1% | +17.7% |
| 3M | +7.6% | -8.1% | +15.7% | +10.8% |
| 6M | +17.6% | +18.6% | -1.0% | +4.5% |
| YTD | -11.5% | +45.9% | -57.3% | -30.9% |
| 1Y | +0.4% | +82.5% | -82.1% | -32.2% |
| 3Y | +695.6% | +648.9% | +46.7% | +135.5% |
| 5Y | +13.6% | +1,438.1% | -1,424.5% | -76.6% |
| All | +3,265.8% | +1,230.4% | +2,035.4% | +650.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling