+3,015.3%
CVNA vs CAG
-45.2%
+3,060.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -7.3% | -5.7% | -1.6% | -6.6% |
| 30D | -4.6% | -2.4% | -2.2% | -4.3% |
| 3M | +2.0% | +9.8% | -7.8% | +0.9% |
| 6M | +11.7% | -10.8% | +22.6% | +13.0% |
| YTD | -18.1% | -10.8% | -7.2% | -17.4% |
| 1Y | -2.4% | -19.0% | +16.6% | -0.6% |
| 3Y | +580.6% | -39.7% | +620.3% | +611.1% |
| 5Y | +4.9% | -43.0% | +47.9% | +8.9% |
| All | +3,015.3% | -45.2% | +3,060.5% | +2,806.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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