+695.6%
CVNA vs REPL
-24.7%
+720.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | +3.5% | -5.7% | +9.3% | +3.6% |
| 30D | +5.5% | +22.5% | -17.0% | +5.1% |
| 3M | +7.6% | +64.7% | -57.1% | +6.1% |
| 6M | +17.6% | +83.0% | -65.4% | +14.0% |
| YTD | -11.5% | +52.0% | -63.4% | -13.7% |
| 1Y | +0.4% | +144.5% | -144.2% | -5.9% |
| 3Y | +695.6% | -25.1% | +720.6% | +708.9% |
| All | +695.6% | -24.7% | +720.3% | +708.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling