+3,335.1%
CVNA vs CSX
+234.3%
+3,100.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +0.9% |
| 7D | +5.9% | -2.2% | +8.1% | +8.4% |
| 30D | +19.7% | +6.8% | +12.8% | +11.5% |
| 3M | +7.6% | +0.7% | +6.9% | +6.0% |
| 6M | -2.2% | +13.3% | -15.4% | -15.8% |
| YTD | -9.6% | +40.5% | -50.2% | -38.9% |
| 1Y | +25.4% | +44.7% | -19.2% | -17.7% |
| 3Y | +1,152.6% | +74.5% | +1,078.1% | +558.7% |
| 5Y | +28.9% | +52.0% | -23.1% | -16.7% |
| All | +3,335.1% | +234.3% | +3,100.9% | +1,114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling