+3,259.9%
CVNA vs CFG
+177.7%
+3,082.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.7% | +1.5% | -0.8% | -0.3% |
| 30D | +7.4% | -3.8% | +11.2% | +9.9% |
| 3M | +12.7% | +11.5% | +1.2% | +4.2% |
| 6M | +17.9% | +19.2% | -1.3% | +4.3% |
| YTD | -11.6% | +23.7% | -35.3% | -23.7% |
| 1Y | +0.8% | +38.8% | -38.1% | -19.5% |
| 3Y | +633.4% | +178.9% | +454.5% | +283.6% |
| 5Y | +13.5% | +101.8% | -88.3% | -26.9% |
| All | +3,259.9% | +177.7% | +3,082.2% | +1,490.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling