+1,163.4%
CVNA vs CSX
+77.5%
+1,086.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.6% |
| 7D | -1.6% | +6.0% | -7.6% | -5.7% |
| 30D | +24.9% | +7.8% | +17.1% | +18.1% |
| 3M | -1.8% | +4.1% | -5.9% | -4.9% |
| 6M | +3.5% | +17.9% | -14.4% | -10.5% |
| YTD | -14.3% | +44.9% | -59.2% | -39.2% |
| 1Y | +13.6% | +51.1% | -37.5% | -22.6% |
| 3Y | +1,163.4% | +78.3% | +1,085.2% | +517.5% |
| All | +1,163.4% | +77.5% | +1,086.0% | +517.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling