+3,091.0%
CVNA vs AG
+73.8%
+3,017.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.3% | +1.2% | -3.0% |
| 7D | -1.7% | -6.0% | +4.3% | -0.4% |
| 30D | +17.3% | -14.3% | +31.6% | +21.1% |
| 3M | -2.3% | -26.9% | +24.7% | +4.2% |
| 6M | -3.9% | -42.1% | +38.2% | +6.4% |
| YTD | -16.1% | -15.9% | -0.2% | -15.9% |
| 1Y | +7.9% | +11.5% | -3.6% | +1.5% |
| 3Y | +1,113.4% | +208.0% | +905.5% | +742.4% |
| 5Y | +20.3% | +2.4% | +17.9% | -0.1% |
| All | +3,091.0% | +73.8% | +3,017.2% | +1,852.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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