+1,163.4%
CVNA vs RF
+119.8%
+1,043.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +0.9% |
| 7D | -1.6% | +1.9% | -3.6% | -3.5% |
| 30D | +24.9% | +7.3% | +17.5% | +16.8% |
| 3M | -1.8% | -7.9% | +6.1% | +6.7% |
| 6M | +3.5% | +10.5% | -7.0% | -7.8% |
| YTD | -14.3% | +9.6% | -23.9% | -23.6% |
| 1Y | +13.6% | +20.3% | -6.7% | -8.8% |
| 3Y | +1,163.4% | +119.5% | +1,043.9% | +299.1% |
| All | +1,163.4% | +119.8% | +1,043.6% | +299.1% |
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