+3,159.9%
CVNA vs CAG
-44.1%
+3,204.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +2.0% |
| 7D | -1.6% | -3.3% | +1.7% | -1.2% |
| 30D | +24.9% | +7.7% | +17.2% | +23.7% |
| 3M | -1.8% | -3.2% | +1.4% | -1.5% |
| 6M | +3.5% | +7.0% | -3.4% | +2.6% |
| YTD | -14.3% | -9.0% | -5.3% | -13.9% |
| 1Y | +13.6% | -9.6% | +23.2% | +14.1% |
| 3Y | +1,163.4% | -36.0% | +1,199.4% | +1,205.9% |
| 5Y | +22.9% | -40.9% | +63.8% | +26.8% |
| All | +3,159.9% | -44.1% | +3,204.0% | +2,930.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling