+133.6%
CVNA vs CEG
+703.5%
-569.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -0.9% |
| 7D | -1.0% | +1.3% | -2.3% | -1.7% |
| 30D | -1.0% | +8.8% | -9.9% | -4.9% |
| 3M | +5.5% | +17.0% | -11.5% | -2.9% |
| 6M | +11.8% | -8.7% | +20.5% | +14.3% |
| YTD | -13.0% | -16.4% | +3.4% | -8.2% |
| 1Y | -2.1% | -1.8% | -0.4% | -5.2% |
| 3Y | +681.6% | +175.8% | +505.8% | +250.1% |
| All | +133.6% | +703.5% | -569.9% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 5y: compounded portfolio wealth divided by compounded CEG 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…
5y analysis · Full analysis span regression · 6 months rolling