+3,265.8%
CVNA vs ROST
+282.9%
+2,982.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +5.5% | -10.2% | +15.6% | +14.5% |
| 3M | +7.6% | +1.0% | +6.6% | +5.7% |
| 6M | +17.6% | +8.7% | +8.9% | +8.4% |
| YTD | -11.5% | +27.8% | -39.3% | -28.9% |
| 1Y | +0.4% | +52.7% | -52.3% | -30.7% |
| 3Y | +695.6% | +97.5% | +598.1% | +337.4% |
| 5Y | +13.6% | +111.6% | -98.0% | -40.7% |
| All | +3,265.8% | +282.9% | +2,982.9% | +1,261.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling