+3,265.8%
CVNA vs SHEL
+181.0%
+3,084.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | -1.4% |
| 7D | +3.5% | +1.9% | +1.6% | +2.3% |
| 30D | +5.5% | +8.7% | -3.2% | +0.1% |
| 3M | +7.6% | +11.0% | -3.4% | -0.3% |
| 6M | +17.6% | +14.6% | +3.0% | +5.5% |
| YTD | -11.5% | +33.3% | -44.8% | -29.0% |
| 1Y | +0.4% | +37.9% | -37.5% | -21.6% |
| 3Y | +695.6% | +69.7% | +625.8% | +442.5% |
| 5Y | +13.6% | +190.2% | -176.6% | -48.2% |
| All | +3,265.8% | +181.0% | +3,084.8% | +1,291.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling