+6.1%
CVNA vs SHEL
+191.1%
-185.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | -7.3% | +4.1% | -11.4% | -8.9% |
| 30D | -4.6% | +8.4% | -13.0% | -8.0% |
| 3M | +2.0% | +13.7% | -11.7% | -4.4% |
| 6M | +11.7% | +12.7% | -1.0% | +4.2% |
| YTD | -18.1% | +35.3% | -53.4% | -31.7% |
| 1Y | -2.4% | +39.4% | -41.7% | -20.3% |
| 3Y | +580.6% | +71.5% | +509.1% | +395.8% |
| All | +6.1% | +191.1% | -185.0% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling