+40.4%
CVNA vs ROIV
+298.2%
-257.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.0% |
| 7D | -1.0% | +22.3% | -23.3% | -8.1% |
| 30D | -1.0% | +16.9% | -17.9% | -7.0% |
| 3M | +5.5% | +43.9% | -38.5% | -8.4% |
| 6M | +11.8% | +41.6% | -29.8% | -2.7% |
| YTD | -13.0% | +92.7% | -105.7% | -32.5% |
| 1Y | -2.1% | +210.2% | -212.3% | -36.7% |
| 3Y | +681.6% | +231.8% | +449.8% | +380.3% |
| 5Y | +11.6% | +319.8% | -308.1% | -51.4% |
| All | +40.4% | +298.2% | -257.7% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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