+3,259.9%
CVNA vs PBF
+307.7%
+2,952.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | +0.7% | +4.3% | -3.6% | +0.2% |
| 30D | +7.4% | +22.0% | -14.6% | +4.1% |
| 3M | +12.7% | +74.5% | -61.8% | +2.8% |
| 6M | +17.9% | +67.7% | -49.8% | +6.5% |
| YTD | -11.6% | +179.2% | -190.8% | -27.0% |
| 1Y | +0.8% | +170.0% | -169.2% | -17.3% |
| 3Y | +633.4% | +66.4% | +567.1% | +527.9% |
| 5Y | +13.5% | +764.5% | -751.0% | -31.0% |
| All | +3,259.9% | +307.7% | +2,952.3% | +2,340.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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