+3,265.8%
CVNA vs RJF
+305.8%
+2,960.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +1.0% |
| 7D | +3.5% | +1.8% | +1.8% | +1.9% |
| 30D | +5.5% | 0.0% | +5.5% | +5.1% |
| 3M | +7.6% | +18.0% | -10.4% | -7.0% |
| 6M | +17.6% | +17.0% | +0.6% | +2.0% |
| YTD | -11.5% | +11.1% | -22.6% | -20.1% |
| 1Y | +0.4% | +8.0% | -7.6% | -7.7% |
| 3Y | +695.6% | +73.3% | +622.3% | +403.7% |
| 5Y | +13.6% | +107.4% | -93.8% | -32.0% |
| All | +3,265.8% | +305.8% | +2,960.0% | +1,325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling