+3,065.8%
CVNA vs AG
+150.3%
+2,915.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.9% | +0.6% | -3.2% |
| 7D | -4.3% | -5.8% | +1.5% | -3.1% |
| 30D | -2.4% | +6.4% | -8.8% | -3.7% |
| 3M | +4.5% | +28.4% | -23.9% | -1.2% |
| 6M | +10.2% | -24.5% | +34.7% | +15.0% |
| YTD | -16.7% | +21.2% | -37.9% | -22.5% |
| 1Y | -3.8% | +114.1% | -117.9% | -22.0% |
| 3Y | +648.3% | +268.0% | +380.2% | +398.7% |
| 5Y | +6.6% | +67.3% | -60.8% | -19.9% |
| All | +3,065.8% | +150.3% | +2,915.5% | +1,697.5% |
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