+1,163.4%
CVNA vs CAG
-36.3%
+1,199.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +2.2% |
| 7D | -1.6% | -3.3% | +1.7% | -1.7% |
| 30D | +24.9% | +7.7% | +17.2% | +25.2% |
| 3M | -1.8% | -3.2% | +1.4% | -2.2% |
| 6M | +3.5% | +7.0% | -3.4% | +4.2% |
| YTD | -14.3% | -9.0% | -5.3% | -15.8% |
| 1Y | +13.6% | -9.6% | +23.2% | +11.4% |
| 3Y | +1,163.4% | -36.0% | +1,199.4% | +928.2% |
| All | +1,163.4% | -36.3% | +1,199.8% | +928.2% |
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 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