+3,015.3%
CVNA vs CGNX
+61.3%
+2,954.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -4.2% |
| 7D | -7.3% | +3.2% | -10.4% | -9.2% |
| 30D | -4.6% | +6.0% | -10.6% | -8.9% |
| 3M | +2.0% | +3.5% | -1.6% | -3.3% |
| 6M | +11.7% | +26.3% | -14.6% | -8.0% |
| YTD | -18.1% | +79.2% | -97.3% | -52.0% |
| 1Y | -2.4% | +43.8% | -46.2% | -33.2% |
| 3Y | +580.6% | +52.0% | +528.6% | +315.0% |
| 5Y | +4.9% | -24.0% | +28.9% | +5.7% |
| All | +3,015.3% | +61.3% | +2,954.0% | +1,913.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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