+580.6%
CVNA vs CMG
-7.3%
+587.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -7.3% | -2.1% | -5.2% | -6.2% |
| 30D | -4.6% | +10.9% | -15.5% | -10.1% |
| 3M | +2.0% | +15.8% | -13.9% | -10.1% |
| 6M | +11.7% | +6.9% | +4.8% | +3.7% |
| YTD | -18.1% | -2.2% | -15.9% | -18.9% |
| 1Y | -2.4% | -7.1% | +4.7% | -0.5% |
| 3Y | +580.6% | -7.1% | +587.7% | +585.2% |
| All | +580.6% | -7.3% | +587.9% | +585.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling