+3,259.9%
CVNA vs ROL
+131.8%
+3,128.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.3% |
| 7D | +0.7% | -1.4% | +2.2% | +1.7% |
| 30D | +7.4% | -4.1% | +11.4% | +10.2% |
| 3M | +12.7% | -22.5% | +35.2% | +33.0% |
| 6M | +17.9% | -37.7% | +55.6% | +61.7% |
| YTD | -11.6% | -39.6% | +27.9% | +23.1% |
| 1Y | +0.8% | -36.0% | +36.8% | +31.7% |
| 3Y | +633.4% | -5.1% | +638.6% | +577.1% |
| 5Y | +13.5% | -3.4% | +16.9% | +2.1% |
| All | +3,259.9% | +131.8% | +3,128.1% | +1,068.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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