+42.7%
CVNA vs ROIV
+232.7%
-190.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.1% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | +7.4% | +1.0% | +6.4% | +6.7% |
| 3M | +12.7% | +18.3% | -5.6% | +5.3% |
| 6M | +17.9% | +18.3% | -0.4% | +9.8% |
| YTD | -11.6% | +61.0% | -72.6% | -26.7% |
| 1Y | +0.8% | +177.9% | -177.1% | -32.0% |
| 3Y | +633.4% | +199.1% | +434.4% | +369.2% |
| 5Y | +13.5% | +250.7% | -237.2% | -47.1% |
| All | +42.7% | +232.7% | -190.0% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling