+3,335.1%
CVNA vs RF
+199.4%
+3,135.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.1% |
| 7D | +5.9% | -0.1% | +6.1% | +6.2% |
| 30D | +19.7% | +7.0% | +12.6% | +14.4% |
| 3M | +7.6% | -7.0% | +14.7% | +13.2% |
| 6M | -2.2% | +6.8% | -8.9% | -6.9% |
| YTD | -9.6% | +9.9% | -19.6% | -15.8% |
| 1Y | +25.4% | +21.1% | +4.3% | +9.2% |
| 3Y | +1,152.6% | +119.6% | +1,033.0% | +655.4% |
| 5Y | +28.9% | +46.2% | -17.3% | +2.4% |
| All | +3,335.1% | +199.4% | +3,135.7% | +1,672.8% |
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