+580.6%
CVNA vs BG
+18.0%
+562.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.6% |
| 7D | -7.3% | +3.1% | -10.4% | -7.3% |
| 30D | -4.6% | +10.2% | -14.8% | -4.6% |
| 3M | +2.0% | -1.7% | +3.7% | +2.1% |
| 6M | +11.7% | +1.0% | +10.8% | +11.7% |
| YTD | -18.1% | +39.9% | -58.0% | -20.0% |
| 1Y | -2.4% | +53.2% | -55.6% | -6.0% |
| 3Y | +580.6% | +16.3% | +564.3% | +739.4% |
| All | +580.6% | +18.0% | +562.6% | +739.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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