+20.3%
CVNA vs CG
-21.9%
+42.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | +0.6% |
| 7D | -1.7% | -1.5% | -0.2% | -0.3% |
| 30D | +17.3% | +5.7% | +11.6% | +10.5% |
| 3M | -2.3% | -17.9% | +15.6% | +19.9% |
| 6M | -3.9% | -20.2% | +16.3% | +20.3% |
| YTD | -16.1% | -32.0% | +15.9% | +22.5% |
| 1Y | +7.9% | -27.0% | +34.9% | +43.6% |
| 3Y | +1,113.4% | +42.8% | +1,070.7% | +423.4% |
| 5Y | +20.3% | -23.4% | +43.7% | +13.6% |
| All | +20.3% | -21.9% | +42.2% | +13.6% |
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