+3,159.9%
CVNA vs RVTY
+164.3%
+2,995.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +3.5% |
| 7D | -1.6% | -0.5% | -1.2% | -1.3% |
| 30D | +24.9% | +1.5% | +23.3% | +22.0% |
| 3M | -1.8% | +31.5% | -33.3% | -24.1% |
| 6M | +3.5% | +62.7% | -59.1% | -34.0% |
| YTD | -14.3% | +60.0% | -74.2% | -45.5% |
| 1Y | +13.6% | +65.7% | -52.1% | -30.6% |
| 3Y | +1,163.4% | +85.2% | +1,078.2% | +518.6% |
| 5Y | +22.9% | -14.9% | +37.8% | +36.2% |
| All | +3,159.9% | +164.3% | +2,995.6% | +1,165.5% |
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