+3,189.2%
CVNA vs RF
+197.0%
+2,992.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.5% | -3.7% |
| 7D | +2.4% | +0.3% | +2.1% | +2.4% |
| 30D | +14.6% | +6.2% | +8.4% | +10.2% |
| 3M | -1.5% | -7.8% | +6.3% | +4.2% |
| 6M | -6.3% | +5.9% | -12.2% | -10.3% |
| YTD | -13.5% | +9.0% | -22.5% | -18.9% |
| 1Y | +13.3% | +19.3% | -6.0% | -0.3% |
| 3Y | +1,150.8% | +116.4% | +1,034.3% | +662.0% |
| 5Y | +27.1% | +46.0% | -18.9% | +1.2% |
| All | +3,189.2% | +197.0% | +2,992.1% | +1,607.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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