+3,015.3%
CVNA vs RIG
-49.5%
+3,064.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | -7.3% | -3.1% | -4.2% | -6.6% |
| 30D | -4.6% | -0.5% | -4.1% | -4.6% |
| 3M | +2.0% | -6.0% | +7.9% | +2.5% |
| 6M | +11.7% | -10.1% | +21.9% | +12.3% |
| YTD | -18.1% | +37.3% | -55.3% | -26.1% |
| 1Y | -2.4% | +73.9% | -76.3% | -17.3% |
| 3Y | +580.6% | -30.2% | +610.7% | +581.7% |
| 5Y | +4.9% | +62.5% | -57.6% | -15.8% |
| All | +3,015.3% | -49.5% | +3,064.8% | +2,033.9% |
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