+622.4%
CVNA vs AG
+278.6%
+343.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.8% | -2.1% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -1.0% | +12.5% | -13.5% | -3.2% |
| 3M | +5.5% | +28.2% | -22.7% | +0.6% |
| 6M | +11.8% | -18.8% | +30.7% | +13.9% |
| YTD | -13.0% | +27.4% | -40.4% | -18.8% |
| 1Y | -2.1% | +132.2% | -134.3% | -18.5% |
| All | +622.4% | +278.6% | +343.8% | +366.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling