+3,091.0%
CVNA vs CG
+230.6%
+2,860.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -0.1% |
| 7D | -1.7% | -1.5% | -0.2% | -0.5% |
| 30D | +17.3% | +5.7% | +11.6% | +11.7% |
| 3M | -2.3% | -17.9% | +15.6% | +16.5% |
| 6M | -3.9% | -20.2% | +16.3% | +16.7% |
| YTD | -16.1% | -32.0% | +15.9% | +16.3% |
| 1Y | +7.9% | -27.0% | +34.9% | +39.0% |
| 3Y | +1,113.4% | +42.8% | +1,070.7% | +645.1% |
| 5Y | +20.3% | -23.4% | +43.7% | +41.9% |
| All | +3,091.0% | +230.6% | +2,860.4% | +1,480.6% |
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 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