+175.9%
RSP vs CVNA
+2,618.9%
-2,442.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | -1.8% | -1.0% | -0.8% | -1.7% |
| 30D | -2.5% | -1.0% | -1.5% | -2.5% |
| 3M | +3.0% | +5.5% | -2.5% | +2.2% |
| 6M | +8.9% | +11.8% | -2.9% | +7.3% |
| YTD | +13.0% | -13.0% | +26.0% | +13.1% |
| 1Y | +16.2% | -2.1% | +18.4% | +14.8% |
| 3Y | +52.7% | +681.6% | -628.9% | +23.6% |
| 5Y | +50.5% | +11.6% | +38.8% | +28.7% |
| All | +175.9% | +2,618.9% | -2,442.9% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 10y: compounded portfolio wealth divided by compounded CVNA 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…
10y analysis · Full analysis span regression · 6 months rolling