+3,259.9%
CVNA vs RVTY
+122.8%
+3,137.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | +0.7% | +1.1% | -0.4% | -0.2% |
| 30D | +7.4% | +13.2% | -5.9% | -3.2% |
| 3M | +12.7% | +27.2% | -14.6% | -8.9% |
| 6M | +17.9% | +32.4% | -14.5% | -8.8% |
| YTD | -11.6% | +34.9% | -46.5% | -33.3% |
| 1Y | +0.8% | +52.4% | -51.6% | -32.4% |
| 3Y | +633.4% | +12.3% | +621.2% | +488.4% |
| 5Y | +13.5% | -30.8% | +44.3% | +53.0% |
| All | +3,259.9% | +122.8% | +3,137.1% | +1,447.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling