+13.6%
CVNA vs CFG
+100.9%
-87.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +1.3% |
| 7D | +3.5% | +2.7% | +0.8% | +0.7% |
| 30D | +5.5% | -3.7% | +9.2% | +9.1% |
| 3M | +7.6% | +9.5% | -1.9% | -3.3% |
| 6M | +17.6% | +22.2% | -4.7% | -5.9% |
| YTD | -11.5% | +22.3% | -33.8% | -29.5% |
| 1Y | +0.4% | +39.4% | -39.1% | -30.9% |
| 3Y | +695.6% | +188.5% | +507.1% | +140.5% |
| 5Y | +13.6% | +101.5% | -88.0% | -45.1% |
| All | +13.6% | +100.9% | -87.3% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling