+1,152.6%
CVNA vs CFG
+182.2%
+970.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.7% | +0.9% |
| 7D | +5.9% | +0.3% | +5.7% | +5.9% |
| 30D | +19.7% | +3.2% | +16.4% | +16.6% |
| 3M | +7.6% | -9.7% | +17.3% | +18.0% |
| 6M | -2.2% | +3.6% | -5.8% | -6.6% |
| YTD | -9.6% | +14.7% | -24.3% | -22.0% |
| 1Y | +25.4% | +29.6% | -4.1% | -4.1% |
| 3Y | +1,152.6% | +190.6% | +962.1% | +195.2% |
| All | +1,152.6% | +182.2% | +970.4% | +195.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling