+3,265.8%
CVNA vs CSX
+224.5%
+3,041.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +1.0% |
| 7D | +3.5% | +0.6% | +2.9% | +2.9% |
| 30D | +5.5% | -2.3% | +7.7% | +7.8% |
| 3M | +7.6% | +4.3% | +3.3% | +1.8% |
| 6M | +17.6% | +23.4% | -5.8% | -7.3% |
| YTD | -11.5% | +36.4% | -47.9% | -37.8% |
| 1Y | +0.4% | +53.0% | -52.7% | -38.3% |
| 3Y | +695.6% | +70.6% | +624.9% | +334.1% |
| 5Y | +13.6% | +65.5% | -51.9% | -31.5% |
| All | +3,265.8% | +224.5% | +3,041.3% | +1,135.0% |
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