+580.6%
CVNA vs LYB
-23.1%
+603.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.3% |
| 7D | -7.3% | +0.3% | -7.5% | -7.3% |
| 30D | -4.6% | +2.5% | -7.0% | -5.5% |
| 3M | +2.0% | +1.4% | +0.6% | +0.9% |
| 6M | +11.7% | -3.5% | +15.2% | +6.9% |
| YTD | -18.1% | +52.0% | -70.0% | -42.3% |
| 1Y | -2.4% | +22.1% | -24.4% | -20.0% |
| 3Y | +580.6% | -22.8% | +603.3% | +775.7% |
| All | +580.6% | -23.1% | +603.7% | +775.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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