+3,065.8%
CVNA vs CG
+261.8%
+2,804.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -2.1% |
| 7D | -4.3% | -9.8% | +5.5% | +5.2% |
| 30D | -2.4% | -10.3% | +7.9% | +7.1% |
| 3M | +4.5% | -1.7% | +6.2% | +4.2% |
| 6M | +10.2% | -9.8% | +20.0% | +18.5% |
| YTD | -16.7% | -25.6% | +8.9% | +6.0% |
| 1Y | -3.8% | -32.5% | +28.8% | +32.0% |
| 3Y | +648.3% | +45.6% | +602.7% | +354.9% |
| 5Y | +6.6% | +3.7% | +2.9% | -1.5% |
| All | +3,065.8% | +261.8% | +2,804.0% | +1,340.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling