+3,206.8%
CVNA vs RBA
+193.2%
+3,013.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.2% |
| 7D | -1.0% | -1.9% | +0.9% | +0.4% |
| 30D | -1.0% | -13.0% | +12.0% | +9.5% |
| 3M | +5.5% | -23.1% | +28.6% | +26.9% |
| 6M | +11.8% | -22.6% | +34.4% | +33.8% |
| YTD | -13.0% | -20.4% | +7.4% | +1.9% |
| 1Y | -2.1% | -29.6% | +27.5% | +25.6% |
| 3Y | +681.6% | +26.6% | +655.1% | +538.5% |
| 5Y | +11.6% | +38.2% | -26.5% | -16.1% |
| All | +3,206.8% | +193.2% | +3,013.6% | +1,069.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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