+3,265.8%
CVNA vs RMBS
+581.5%
+2,684.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.7% |
| 7D | +3.5% | +3.0% | +0.6% | +1.9% |
| 30D | +5.5% | -14.4% | +19.9% | +13.7% |
| 3M | +7.6% | -42.8% | +50.4% | +39.5% |
| 6M | +17.6% | -1.4% | +19.0% | +0.5% |
| YTD | -11.5% | -5.4% | -6.0% | -27.0% |
| 1Y | +0.4% | +18.6% | -18.2% | -33.1% |
| 3Y | +695.6% | +57.3% | +638.3% | +252.4% |
| 5Y | +13.6% | +265.7% | -252.1% | -76.5% |
| All | +3,265.8% | +581.5% | +2,684.3% | +258.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling