+3,015.3%
CVNA vs RVTY
+112.7%
+2,902.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -3.9% |
| 7D | -7.3% | -4.5% | -2.7% | -3.7% |
| 30D | -4.6% | +5.5% | -10.0% | -8.8% |
| 3M | +2.0% | +22.5% | -20.5% | -14.8% |
| 6M | +11.7% | +38.9% | -27.2% | -17.2% |
| YTD | -18.1% | +28.7% | -46.8% | -35.8% |
| 1Y | -2.4% | +45.5% | -47.9% | -31.8% |
| 3Y | +580.6% | +16.4% | +564.2% | +421.3% |
| 5Y | +4.9% | -32.7% | +37.6% | +44.8% |
| All | +3,015.3% | +112.7% | +2,902.6% | +1,390.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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