+1,163.4%
CVNA vs RIO
+51.7%
+1,111.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -1.6% | -0.9% | -0.7% | -1.1% |
| 30D | +24.9% | -9.1% | +34.0% | +30.4% |
| 3M | -1.8% | -13.7% | +11.9% | +5.1% |
| 6M | +3.5% | -24.3% | +27.9% | +17.2% |
| YTD | -14.3% | +8.9% | -23.1% | -19.3% |
| 1Y | +13.6% | +22.7% | -9.1% | +0.6% |
| 3Y | +1,163.4% | +51.2% | +1,112.3% | +878.2% |
| All | +1,163.4% | +51.7% | +1,111.8% | +878.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling