+3,206.8%
CVNA vs CFG
+172.2%
+3,034.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.2% |
| 7D | -1.0% | -0.6% | -0.4% | -0.6% |
| 30D | -1.0% | -4.5% | +3.5% | +1.8% |
| 3M | +5.5% | +6.3% | -0.9% | +0.6% |
| 6M | +11.8% | +20.6% | -8.8% | -1.8% |
| YTD | -13.0% | +21.2% | -34.3% | -23.9% |
| 1Y | -2.1% | +38.2% | -40.3% | -21.6% |
| 3Y | +681.6% | +185.9% | +495.7% | +303.6% |
| 5Y | +11.6% | +97.0% | -85.4% | -27.0% |
| All | +3,206.8% | +172.2% | +3,034.6% | +1,486.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling