+3,335.1%
CVNA vs SLB
-10.2%
+3,345.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.7% | +3.3% |
| 7D | +5.9% | -3.7% | +9.6% | +7.5% |
| 30D | +19.7% | +2.9% | +16.7% | +18.1% |
| 3M | +7.6% | +0.2% | +7.4% | +6.8% |
| 6M | -2.2% | -4.4% | +2.3% | -2.3% |
| YTD | -9.6% | +33.4% | -43.1% | -21.4% |
| 1Y | +25.4% | +40.8% | -15.4% | +6.5% |
| 3Y | +1,152.6% | +3.2% | +1,149.4% | +1,088.3% |
| 5Y | +28.9% | +64.8% | -35.9% | -2.4% |
| All | +3,335.1% | -10.2% | +3,345.3% | +2,279.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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