+3,206.8%
CVNA vs RY
+316.4%
+2,890.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -0.3% |
| 7D | -1.0% | -0.5% | -0.5% | -0.4% |
| 30D | -1.0% | -1.9% | +0.9% | +1.3% |
| 3M | +5.5% | +5.1% | +0.3% | -2.5% |
| 6M | +11.8% | +28.2% | -16.4% | -22.0% |
| YTD | -13.0% | +22.9% | -35.9% | -35.4% |
| 1Y | -2.1% | +45.5% | -47.6% | -42.6% |
| 3Y | +681.6% | +156.7% | +524.9% | +105.3% |
| 5Y | +11.6% | +137.7% | -126.1% | -66.2% |
| All | +3,206.8% | +316.4% | +2,890.4% | +468.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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