+3,206.8%
CVNA vs CMG
+273.9%
+2,932.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | +0.3% |
| 7D | -1.0% | -6.5% | +5.5% | +4.3% |
| 30D | -1.0% | +12.1% | -13.1% | -9.9% |
| 3M | +5.5% | +20.6% | -15.1% | -14.0% |
| 6M | +11.8% | +2.1% | +9.7% | +4.3% |
| YTD | -13.0% | -2.6% | -10.4% | -15.3% |
| 1Y | -2.1% | -8.7% | +6.6% | -1.3% |
| 3Y | +681.6% | -7.4% | +689.0% | +635.4% |
| 5Y | +11.6% | -5.7% | +17.3% | +9.4% |
| All | +3,206.8% | +273.9% | +2,932.9% | +1,375.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling