+25.7%
CVNA vs CSX
+47.4%
-21.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.4% | +6.0% |
| 7D | +7.7% | -5.5% | +13.3% | +15.1% |
| 30D | +17.2% | +4.9% | +12.3% | +10.0% |
| 3M | +7.7% | -2.9% | +10.5% | +10.2% |
| 6M | -5.5% | +8.3% | -13.9% | -17.4% |
| YTD | -12.8% | +36.7% | -49.6% | -45.2% |
| 1Y | +26.8% | +41.5% | -14.7% | -24.0% |
| 3Y | +1,007.0% | +68.6% | +938.4% | +364.7% |
| All | +25.7% | +47.4% | -21.7% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling