+735.8%
CVNA vs REPL
+36.1%
+699.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.6% | +1.8% |
| 7D | -4.8% | +5.3% | -10.0% | -5.3% |
| 30D | +24.1% | +66.6% | -42.5% | +17.7% |
| 3M | +2.6% | +59.6% | -57.0% | -2.6% |
| 6M | -3.1% | +482.4% | -485.4% | -27.7% |
| YTD | -12.5% | +124.1% | -136.6% | -32.5% |
| 1Y | +13.0% | +138.6% | -125.6% | -13.8% |
| 3Y | +1,165.3% | +96.0% | +1,069.3% | +508.5% |
| 5Y | +29.0% | -35.4% | +64.4% | -19.3% |
| All | +735.8% | +36.1% | +699.7% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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