+21.4%
CVNA vs ROST
+109.2%
-87.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +4.3% |
| 7D | -1.6% | +0.3% | -1.9% | -1.9% |
| 30D | +24.9% | +0.5% | +24.4% | +24.5% |
| 3M | -1.8% | -5.2% | +3.4% | +2.6% |
| 6M | +3.5% | +9.8% | -6.3% | -7.7% |
| YTD | -14.3% | +29.4% | -43.6% | -35.7% |
| 1Y | +13.6% | +44.4% | -30.8% | -24.3% |
| 3Y | +1,163.4% | +95.0% | +1,068.4% | +479.2% |
| All | +21.4% | +109.2% | -87.9% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling