+1,152.6%
CVNA vs RY
+163.3%
+989.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +1.5% |
| 7D | +5.9% | -0.2% | +6.1% | +6.6% |
| 30D | +19.7% | +7.1% | +12.6% | +9.3% |
| 3M | +7.6% | -2.7% | +10.3% | +11.8% |
| 6M | -2.2% | +13.8% | -15.9% | -19.6% |
| YTD | -9.6% | +22.1% | -31.7% | -32.9% |
| 1Y | +25.4% | +43.1% | -17.6% | -26.2% |
| 3Y | +1,152.6% | +163.6% | +989.0% | +123.8% |
| All | +1,152.6% | +163.3% | +989.3% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling