+3,189.2%
CVNA vs RCL
+255.2%
+2,934.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.8% |
| 7D | +2.4% | +8.5% | -6.1% | -2.3% |
| 30D | +14.6% | +20.4% | -5.8% | +3.0% |
| 3M | -1.5% | +11.0% | -12.5% | -7.6% |
| 6M | -6.3% | +24.9% | -31.2% | -18.8% |
| YTD | -13.5% | +23.9% | -37.3% | -26.1% |
| 1Y | +13.3% | +30.8% | -17.5% | -7.5% |
| 3Y | +1,150.8% | +270.4% | +880.4% | +451.0% |
| 5Y | +27.1% | +296.1% | -269.0% | -45.8% |
| All | +3,189.2% | +255.2% | +2,934.0% | +1,028.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling