+3,091.0%
CVNA vs LIN
+386.4%
+2,704.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.4% |
| 7D | -1.7% | +0.2% | -2.0% | -1.9% |
| 30D | +17.3% | +6.2% | +11.1% | +11.3% |
| 3M | -2.3% | +9.3% | -11.6% | -9.9% |
| 6M | -3.9% | +4.4% | -8.3% | -8.7% |
| YTD | -16.1% | +23.7% | -39.8% | -33.2% |
| 1Y | +7.9% | +23.5% | -15.5% | -14.5% |
| 3Y | +1,113.4% | +35.8% | +1,077.6% | +742.9% |
| 5Y | +20.3% | +65.9% | -45.6% | -32.4% |
| All | +3,091.0% | +386.4% | +2,704.6% | +550.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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