+3,259.9%
CVNA vs LEN
+91.4%
+3,168.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.4% |
| 7D | +0.7% | -3.2% | +3.9% | +3.2% |
| 30D | +7.4% | -4.9% | +12.2% | +11.2% |
| 3M | +12.7% | -8.5% | +21.2% | +19.9% |
| 6M | +17.9% | -20.7% | +38.6% | +39.9% |
| YTD | -11.6% | -17.4% | +5.8% | -0.3% |
| 1Y | +0.8% | -38.2% | +39.0% | +39.3% |
| 3Y | +633.4% | -24.9% | +658.3% | +722.1% |
| 5Y | +13.5% | -11.4% | +24.9% | +16.8% |
| All | +3,259.9% | +91.4% | +3,168.5% | +1,855.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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