+622.4%
CVNA vs CAG
-37.6%
+660.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.8% |
| 7D | -1.0% | -6.6% | +5.6% | -1.0% |
| 30D | -1.0% | +2.3% | -3.3% | -0.9% |
| 3M | +5.5% | +16.3% | -10.8% | +6.2% |
| 6M | +11.8% | -16.0% | +27.9% | +10.1% |
| YTD | -13.0% | -7.7% | -5.3% | -13.9% |
| 1Y | -2.1% | -16.0% | +13.9% | -3.5% |
| All | +622.4% | -37.6% | +660.0% | +578.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling