+3,159.9%
CVNA vs RIG
-50.6%
+3,210.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -2.0% | +1.3% |
| 7D | -1.6% | +5.7% | -7.4% | -2.8% |
| 30D | +24.9% | -0.7% | +25.6% | +24.1% |
| 3M | -1.8% | -3.1% | +1.3% | -2.4% |
| 6M | +3.5% | -16.3% | +19.8% | +5.1% |
| YTD | -14.3% | +34.1% | -48.4% | -23.2% |
| 1Y | +13.6% | +38.2% | -24.6% | +1.0% |
| 3Y | +1,163.4% | -15.3% | +1,178.7% | +1,098.3% |
| 5Y | +22.9% | +62.5% | -39.6% | -1.6% |
| All | +3,159.9% | -50.6% | +3,210.5% | +2,117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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