+137.4%
CVNA vs CEG
+717.3%
-579.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.3% | -0.8% |
| 7D | +0.7% | +8.0% | -7.3% | -3.0% |
| 30D | +7.4% | +12.9% | -5.6% | +1.3% |
| 3M | +12.7% | +13.2% | -0.5% | +5.3% |
| 6M | +17.9% | -7.0% | +24.9% | +19.5% |
| YTD | -11.6% | -15.0% | +3.4% | -7.5% |
| 1Y | +0.8% | -2.7% | +3.5% | -1.9% |
| 3Y | +633.4% | +184.1% | +449.4% | +222.8% |
| All | +137.4% | +717.3% | -579.9% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling