+32.8%
CVNA vs RBLX
-29.5%
+62.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.4% |
| 7D | -7.3% | +5.1% | -12.3% | -9.9% |
| 30D | -4.6% | +28.0% | -32.6% | -17.5% |
| 3M | +2.0% | +4.6% | -2.6% | -6.5% |
| 6M | +11.7% | -24.7% | +36.4% | +20.4% |
| YTD | -18.1% | -43.8% | +25.8% | +1.8% |
| 1Y | -2.4% | -65.8% | +63.4% | +64.0% |
| 3Y | +580.6% | +59.4% | +521.2% | +303.0% |
| 5Y | +4.9% | -48.2% | +53.1% | -4.6% |
| All | +32.8% | -29.5% | +62.2% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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