+3,214.0%
CVNA vs RY
+307.6%
+2,906.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.3% | +3.9% |
| 7D | +7.7% | -0.9% | +8.6% | +9.5% |
| 30D | +17.2% | +5.9% | +11.4% | +8.5% |
| 3M | +7.7% | -4.3% | +11.9% | +14.4% |
| 6M | -5.5% | +12.1% | -17.6% | -20.3% |
| YTD | -12.8% | +20.3% | -33.1% | -33.0% |
| 1Y | +26.8% | +41.0% | -14.2% | -22.4% |
| 3Y | +1,007.0% | +157.5% | +849.4% | +188.3% |
| 5Y | +23.5% | +123.2% | -99.7% | -59.0% |
| All | +3,214.0% | +307.6% | +2,906.4% | +488.9% |
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