+28.9%
CVNA vs RY
+127.1%
-98.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +1.3% |
| 7D | +5.9% | -0.2% | +6.1% | +6.6% |
| 30D | +19.7% | +7.1% | +12.6% | +8.0% |
| 3M | +7.6% | -2.7% | +10.3% | +12.2% |
| 6M | -2.2% | +13.8% | -15.9% | -21.2% |
| YTD | -9.6% | +22.1% | -31.7% | -34.7% |
| 1Y | +25.4% | +43.1% | -17.6% | -30.0% |
| 3Y | +1,152.6% | +163.6% | +989.0% | +141.9% |
| 5Y | +28.9% | +126.2% | -97.3% | -64.7% |
| All | +28.9% | +127.1% | -98.2% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling