+3,189.2%
CVNA vs CSGP
+28.1%
+3,161.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -1.9% |
| 7D | +2.4% | -3.2% | +5.6% | +5.2% |
| 30D | +14.6% | +2.2% | +12.4% | +9.5% |
| 3M | -1.5% | -3.7% | +2.1% | -2.6% |
| 6M | -6.3% | -7.4% | +1.1% | -7.3% |
| YTD | -13.5% | -54.9% | +41.4% | +53.4% |
| 1Y | +13.3% | -54.9% | +68.2% | +98.8% |
| 3Y | +1,150.8% | -61.9% | +1,212.7% | +2,372.9% |
| 5Y | +27.1% | -63.1% | +90.2% | +177.6% |
| All | +3,189.2% | +28.1% | +3,161.1% | +2,750.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling