+3,335.1%
CVNA vs CSGP
+32.0%
+3,303.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +1.8% |
| 7D | +5.9% | -1.8% | +7.7% | +7.5% |
| 30D | +19.7% | +5.3% | +14.4% | +11.6% |
| 3M | +7.6% | +3.3% | +4.3% | +0.5% |
| 6M | -2.2% | -4.7% | +2.5% | -5.5% |
| YTD | -9.6% | -53.5% | +43.9% | +56.3% |
| 1Y | +25.4% | -53.7% | +79.2% | +115.7% |
| 3Y | +1,152.6% | -59.7% | +1,212.4% | +2,249.7% |
| 5Y | +28.9% | -62.5% | +91.4% | +177.4% |
| All | +3,335.1% | +32.0% | +3,303.2% | +2,806.0% |
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