+3,259.9%
CVNA vs SLB
+2.5%
+3,257.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +0.7% | +0.8% | -0.1% | +0.3% |
| 30D | +7.4% | +15.8% | -8.5% | +1.2% |
| 3M | +12.7% | -0.3% | +13.0% | +11.7% |
| 6M | +17.9% | +21.3% | -3.4% | +7.6% |
| YTD | -11.6% | +52.3% | -63.9% | -26.6% |
| 1Y | +0.8% | +63.6% | -62.9% | -19.0% |
| 3Y | +633.4% | +3.8% | +629.7% | +596.0% |
| 5Y | +13.5% | +128.6% | -115.2% | -24.8% |
| All | +3,259.9% | +2.5% | +3,257.4% | +2,122.4% |
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