+3,015.3%
CVNA vs SHEL
+185.3%
+2,830.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.1% |
| 7D | -7.3% | +4.1% | -11.4% | -9.6% |
| 30D | -4.6% | +8.4% | -13.0% | -9.3% |
| 3M | +2.0% | +13.7% | -11.7% | -6.9% |
| 6M | +11.7% | +12.7% | -1.0% | +1.4% |
| YTD | -18.1% | +35.3% | -53.4% | -34.9% |
| 1Y | -2.4% | +39.4% | -41.7% | -24.3% |
| 3Y | +580.6% | +71.5% | +509.1% | +361.1% |
| 5Y | +4.9% | +195.0% | -190.1% | -52.7% |
| All | +3,015.3% | +185.3% | +2,830.1% | +1,175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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