+591.6%
CVNA vs SHEL
+69.1%
+522.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.6% | -4.4% |
| 7D | -4.3% | +3.9% | -8.2% | -5.8% |
| 30D | -2.4% | +7.0% | -9.4% | -5.2% |
| 3M | +4.5% | +12.5% | -8.0% | -1.2% |
| 6M | +10.2% | +14.8% | -4.5% | +1.3% |
| YTD | -16.7% | +34.2% | -50.9% | -32.8% |
| 1Y | -3.8% | +37.0% | -40.8% | -24.1% |
| All | +591.6% | +69.1% | +522.5% | +298.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling