+3,015.3%
CVNA vs RMBS
+582.1%
+2,433.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.6% |
| 7D | -7.3% | +1.8% | -9.0% | -8.2% |
| 30D | -4.6% | -13.9% | +9.3% | +2.9% |
| 3M | +2.0% | -39.8% | +41.8% | +28.6% |
| 6M | +11.7% | -6.0% | +17.7% | -1.5% |
| YTD | -18.1% | -5.4% | -12.7% | -32.5% |
| 1Y | -2.4% | -1.8% | -0.6% | -24.9% |
| 3Y | +580.6% | +53.7% | +526.9% | +207.3% |
| 5Y | +4.9% | +268.5% | -263.6% | -78.5% |
| All | +3,015.3% | +582.1% | +2,433.2% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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