+3,227.5%
CVNA vs RL
+474.0%
+2,753.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +2.1% |
| 7D | -4.8% | -4.4% | -0.4% | -1.9% |
| 30D | +24.1% | +5.6% | +18.6% | +20.0% |
| 3M | +2.6% | -0.6% | +3.2% | +2.9% |
| 6M | -3.1% | +15.5% | -18.6% | -13.8% |
| YTD | -12.5% | +12.3% | -24.8% | -21.3% |
| 1Y | +13.0% | +19.3% | -6.3% | -3.1% |
| 3Y | +1,165.3% | +255.5% | +909.8% | +405.7% |
| 5Y | +29.0% | +247.1% | -218.0% | -44.5% |
| All | +3,227.5% | +474.0% | +2,753.5% | +1,117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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