+3,015.3%
CVNA vs RIO
+416.6%
+2,598.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.0% |
| 7D | -7.3% | -3.2% | -4.1% | -5.1% |
| 30D | -4.6% | +0.9% | -5.5% | -5.3% |
| 3M | +2.0% | -1.4% | +3.4% | +2.6% |
| 6M | +11.7% | +10.9% | +0.8% | +2.0% |
| YTD | -18.1% | +31.2% | -49.3% | -34.6% |
| 1Y | -2.4% | +67.9% | -70.3% | -35.4% |
| 3Y | +580.6% | +88.8% | +491.8% | +297.6% |
| 5Y | +4.9% | +93.1% | -88.2% | -41.7% |
| All | +3,015.3% | +416.6% | +2,598.7% | +675.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling