+3,259.9%
CVNA vs RY
+324.0%
+2,935.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.6% |
| 7D | +0.7% | +3.1% | -2.4% | -3.6% |
| 30D | +7.4% | -0.3% | +7.7% | +7.4% |
| 3M | +12.7% | +8.7% | +4.0% | -0.6% |
| 6M | +17.9% | +28.5% | -10.6% | -18.1% |
| YTD | -11.6% | +25.1% | -36.7% | -36.0% |
| 1Y | +0.8% | +46.3% | -45.5% | -41.4% |
| 3Y | +633.4% | +154.9% | +478.5% | +94.6% |
| 5Y | +13.5% | +140.3% | -126.8% | -66.2% |
| All | +3,259.9% | +324.0% | +2,935.9% | +462.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling