+3,259.9%
CVNA vs RIG
-47.9%
+3,307.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.2% |
| 7D | +0.7% | +0.9% | -0.1% | +0.5% |
| 30D | +7.4% | +13.8% | -6.5% | +4.2% |
| 3M | +12.7% | -6.4% | +19.1% | +13.4% |
| 6M | +17.9% | -8.2% | +26.1% | +17.9% |
| YTD | -11.6% | +41.6% | -53.3% | -20.8% |
| 1Y | +0.8% | +88.7% | -88.0% | -16.2% |
| 3Y | +633.4% | -30.9% | +664.3% | +636.0% |
| 5Y | +13.5% | +57.7% | -44.2% | -8.6% |
| All | +3,259.9% | -47.9% | +3,307.8% | +2,185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling