+3,265.8%
CVNA vs CAG
-42.7%
+3,308.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +3.5% | -5.3% | +8.8% | +4.1% |
| 30D | +5.5% | +1.0% | +4.5% | +5.3% |
| 3M | +7.6% | +17.4% | -9.8% | +5.7% |
| 6M | +17.6% | -16.8% | +34.4% | +19.7% |
| YTD | -11.5% | -6.8% | -4.7% | -11.3% |
| 1Y | +0.4% | -15.4% | +15.8% | +1.7% |
| 3Y | +695.6% | -37.1% | +732.7% | +727.2% |
| 5Y | +13.6% | -41.3% | +54.8% | +17.6% |
| All | +3,265.8% | -42.7% | +3,308.5% | +3,023.6% |
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