+1,007.0%
CVNA vs RF
+104.8%
+902.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.4% |
| 7D | +7.7% | -0.9% | +8.6% | +9.0% |
| 30D | +17.2% | +6.0% | +11.2% | +10.8% |
| 3M | +7.7% | -8.9% | +16.6% | +18.1% |
| 6M | -5.5% | +2.3% | -7.9% | -8.9% |
| YTD | -12.8% | +7.6% | -20.4% | -20.9% |
| 1Y | +26.8% | +21.2% | +5.6% | +0.7% |
| 3Y | +1,007.0% | +108.5% | +898.4% | +263.9% |
| All | +1,007.0% | +104.8% | +902.2% | +263.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling