+3,259.9%
CVNA vs RIO
+433.7%
+2,826.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.3% |
| 7D | +0.7% | 0.0% | +0.8% | +0.8% |
| 30D | +7.4% | +4.0% | +3.4% | +4.4% |
| 3M | +12.7% | +0.1% | +12.6% | +11.9% |
| 6M | +17.9% | +12.7% | +5.2% | +6.2% |
| YTD | -11.6% | +35.6% | -47.2% | -31.1% |
| 1Y | +0.8% | +73.7% | -72.9% | -35.1% |
| 3Y | +633.4% | +93.3% | +540.1% | +322.3% |
| 5Y | +13.5% | +92.4% | -79.0% | -36.6% |
| All | +3,259.9% | +433.7% | +2,826.2% | +716.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling