+3,091.0%
CVNA vs RCL
+236.5%
+2,854.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -1.7% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | +17.3% | +14.4% | +2.9% | +8.7% |
| 3M | -2.3% | +5.2% | -7.4% | -5.2% |
| 6M | -3.9% | +26.1% | -30.0% | -17.3% |
| YTD | -16.1% | +17.4% | -33.4% | -25.9% |
| 1Y | +7.9% | +24.7% | -16.8% | -9.2% |
| 3Y | +1,113.4% | +250.9% | +862.5% | +452.4% |
| 5Y | +20.3% | +293.8% | -273.5% | -48.1% |
| All | +3,091.0% | +236.5% | +2,854.5% | +1,031.4% |
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