+3,265.8%
CVNA vs ROK
+221.6%
+3,044.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +1.2% |
| 7D | +3.5% | +2.8% | +0.7% | +0.8% |
| 30D | +5.5% | -2.4% | +7.9% | +7.7% |
| 3M | +7.6% | -4.7% | +12.3% | +11.0% |
| 6M | +17.6% | +16.8% | +0.8% | -2.0% |
| YTD | -11.5% | +11.4% | -22.8% | -23.0% |
| 1Y | +0.4% | +26.2% | -25.8% | -23.2% |
| 3Y | +695.6% | +51.9% | +643.7% | +376.4% |
| 5Y | +13.6% | +46.4% | -32.8% | -27.4% |
| All | +3,265.8% | +221.6% | +3,044.2% | +949.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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