+3,259.9%
CVNA vs CSX
+227.2%
+3,032.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.7% |
| 7D | +0.7% | -3.4% | +4.1% | +4.2% |
| 30D | +7.4% | -3.1% | +10.4% | +10.6% |
| 3M | +12.7% | +7.2% | +5.5% | +3.8% |
| 6M | +17.9% | +16.2% | +1.8% | -1.3% |
| YTD | -11.6% | +37.5% | -49.2% | -38.5% |
| 1Y | +0.8% | +53.2% | -52.5% | -38.1% |
| 3Y | +633.4% | +68.2% | +565.2% | +306.3% |
| 5Y | +13.5% | +65.2% | -51.8% | -31.6% |
| All | +3,259.9% | +227.2% | +3,032.7% | +1,122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling