+0.8%
CVNA vs CG
-24.3%
+25.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.5% |
| 7D | +0.7% | -4.3% | +5.1% | +3.1% |
| 30D | +7.4% | -5.1% | +12.4% | +9.9% |
| 3M | +12.7% | +8.7% | +4.0% | +6.8% |
| 6M | +17.9% | -9.2% | +27.2% | +22.4% |
| YTD | -11.6% | -18.9% | +7.2% | -4.1% |
| 1Y | +0.8% | -25.6% | +26.4% | +7.2% |
| All | +0.8% | -24.3% | +25.0% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling