+622.4%
CVNA vs CG
+48.1%
+574.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.3% | +1.3% |
| 7D | -1.0% | -6.4% | +5.4% | +4.0% |
| 30D | -1.0% | -7.1% | +6.0% | +3.9% |
| 3M | +5.5% | -1.6% | +7.0% | +5.3% |
| 6M | +11.8% | -8.3% | +20.2% | +17.7% |
| YTD | -13.0% | -23.8% | +10.8% | +5.1% |
| 1Y | -2.1% | -28.7% | +26.6% | +23.2% |
| All | +622.4% | +48.1% | +574.3% | +222.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling