+622.4%
CVNA vs RIG
-31.2%
+653.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -1.0% | -8.2% | +7.2% | +1.4% |
| 30D | -1.0% | -0.2% | -0.8% | -1.1% |
| 3M | +5.5% | -2.7% | +8.2% | +5.3% |
| 6M | +11.8% | -7.5% | +19.3% | +11.4% |
| YTD | -13.0% | +38.3% | -51.3% | -26.6% |
| 1Y | -2.1% | +81.8% | -84.0% | -26.9% |
| All | +622.4% | -31.2% | +653.6% | +714.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling