+25.2%
CVNA vs RIO
+29.3%
-4.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.6% | +5.2% | +7.3% |
| 7D | +31.3% | -1.6% | +32.9% | +31.9% |
| 30D | +21.7% | -11.6% | +33.3% | +28.0% |
| 3M | +14.0% | -12.7% | +26.7% | +20.7% |
| 6M | +3.0% | -12.4% | +15.4% | +6.7% |
| YTD | -8.1% | +11.0% | -19.1% | -11.8% |
| 1Y | +25.2% | +30.8% | -5.7% | +5.5% |
| All | +25.2% | +29.3% | -4.2% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling