+3,015.3%
CVNA vs ROST
+286.0%
+2,729.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -3.4% |
| 7D | -7.3% | +0.2% | -7.5% | -7.5% |
| 30D | -4.6% | -6.9% | +2.3% | +0.6% |
| 3M | +2.0% | -3.3% | +5.3% | +3.8% |
| 6M | +11.7% | +9.0% | +2.7% | +2.7% |
| YTD | -18.1% | +28.9% | -46.9% | -34.6% |
| 1Y | -2.4% | +54.0% | -56.4% | -33.0% |
| 3Y | +580.6% | +100.7% | +479.9% | +269.2% |
| 5Y | +4.9% | +116.0% | -111.2% | -46.1% |
| All | +3,015.3% | +286.0% | +2,729.3% | +1,151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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