+6.6%
CVNA vs RJF
+101.5%
-94.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.0% |
| 7D | -4.3% | -4.2% | -0.1% | +0.4% |
| 30D | -2.4% | -3.6% | +1.2% | +1.2% |
| 3M | +4.5% | +15.6% | -11.1% | -12.7% |
| 6M | +10.2% | +17.6% | -7.4% | -10.3% |
| YTD | -16.7% | +9.2% | -25.9% | -26.9% |
| 1Y | -3.8% | +5.5% | -9.3% | -12.9% |
| 3Y | +648.3% | +70.3% | +578.0% | +263.1% |
| 5Y | +6.6% | +106.0% | -99.4% | -50.8% |
| All | +6.6% | +101.5% | -94.9% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 5y: compounded portfolio wealth divided by compounded RJF 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…
5y analysis · Full analysis span regression · 6 months rolling