+3,159.9%
CVNA vs RCL
+237.9%
+2,922.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +1.9% |
| 7D | -1.6% | -1.2% | -0.4% | -0.9% |
| 30D | +24.9% | +17.8% | +7.0% | +13.7% |
| 3M | -1.8% | +4.9% | -6.7% | -4.6% |
| 6M | +3.5% | +23.7% | -20.2% | -9.7% |
| YTD | -14.3% | +17.8% | -32.1% | -24.5% |
| 1Y | +13.6% | +28.9% | -15.3% | -6.4% |
| 3Y | +1,163.4% | +241.9% | +921.6% | +484.5% |
| 5Y | +22.9% | +295.4% | -272.5% | -47.1% |
| All | +3,159.9% | +237.9% | +2,922.1% | +1,053.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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