+3,159.9%
CVNA vs CFG
+158.1%
+3,001.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +1.7% |
| 7D | -1.6% | +3.2% | -4.8% | -3.6% |
| 30D | +24.9% | +5.1% | +19.7% | +21.2% |
| 3M | -1.8% | -11.2% | +9.4% | +6.3% |
| 6M | +3.5% | +9.6% | -6.0% | -3.1% |
| YTD | -14.3% | +15.0% | -29.2% | -22.1% |
| 1Y | +13.6% | +29.9% | -16.3% | -4.9% |
| 3Y | +1,163.4% | +192.1% | +971.4% | +543.7% |
| 5Y | +22.9% | +62.3% | -39.4% | -11.0% |
| All | +3,159.9% | +158.1% | +3,001.8% | +1,523.8% |
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