+34.9%
CVNA vs RBLX
-30.4%
+65.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.7% |
| 7D | -4.3% | +8.1% | -12.4% | -8.6% |
| 30D | -2.4% | +23.9% | -26.3% | -14.0% |
| 3M | +4.5% | +8.1% | -3.6% | -6.1% |
| 6M | +10.2% | -23.7% | +33.9% | +17.7% |
| YTD | -16.7% | -44.6% | +27.9% | +4.3% |
| 1Y | -3.8% | -66.2% | +62.5% | +62.9% |
| 3Y | +648.3% | +54.7% | +593.6% | +350.9% |
| 5Y | +6.6% | -48.9% | +55.5% | -2.3% |
| All | +34.9% | -30.4% | +65.3% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling