+11.6%
CVNA vs CG
+5.5%
+6.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.3% | +2.6% |
| 7D | -1.0% | -6.4% | +5.4% | +6.1% |
| 30D | -1.0% | -7.1% | +6.0% | +5.8% |
| 3M | +5.5% | -1.6% | +7.0% | +4.7% |
| 6M | +11.8% | -8.3% | +20.2% | +18.9% |
| YTD | -13.0% | -23.8% | +10.8% | +11.5% |
| 1Y | -2.1% | -28.7% | +26.6% | +31.9% |
| 3Y | +681.6% | +49.2% | +632.5% | +245.9% |
| 5Y | +11.6% | +5.5% | +6.1% | -13.9% |
| All | +11.6% | +5.5% | +6.1% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling