+3,159.9%
CVNA vs CG
+234.1%
+2,925.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.1% | +1.2% |
| 7D | -1.6% | +0.2% | -1.8% | -1.9% |
| 30D | +24.9% | +11.2% | +13.7% | +13.4% |
| 3M | -1.8% | -22.1% | +20.3% | +23.3% |
| 6M | +3.5% | -17.9% | +21.5% | +22.4% |
| YTD | -14.3% | -31.3% | +17.0% | +17.7% |
| 1Y | +13.6% | -24.0% | +37.6% | +40.7% |
| 3Y | +1,163.4% | +45.0% | +1,118.5% | +664.6% |
| 5Y | +22.9% | -22.6% | +45.5% | +43.6% |
| All | +3,159.9% | +234.1% | +2,925.9% | +1,499.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling