+25.2%
CVNA vs CMG
+12.0%
+13.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.8% | +3.0% | +6.3% |
| 7D | +31.3% | +22.5% | +8.8% | +21.1% |
| 30D | +21.7% | +14.1% | +7.6% | +15.0% |
| 3M | +14.0% | +4.1% | +9.9% | +11.2% |
| 6M | +3.0% | +10.1% | -7.1% | -5.9% |
| YTD | -8.1% | -4.9% | -3.2% | -5.0% |
| 1Y | +25.2% | +10.9% | +14.3% | +23.7% |
| All | +25.2% | +12.0% | +13.2% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling