+30.5%
CVNA vs RGTI
+54.2%
-23.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -7.3% | +0.5% | -7.7% | -7.4% |
| 30D | -4.6% | -17.1% | +12.5% | -1.2% |
| 3M | +2.0% | -26.0% | +28.0% | +6.8% |
| 6M | +11.7% | -9.9% | +21.6% | +8.6% |
| YTD | -18.1% | -31.1% | +13.0% | -16.6% |
| 1Y | -2.4% | -8.5% | +6.1% | -12.5% |
| 3Y | +580.6% | +652.2% | -71.6% | +86.0% |
| 5Y | +4.9% | +56.8% | -51.9% | -63.2% |
| All | +30.5% | +54.2% | -23.8% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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