+13.3%
CVNA vs CSGP
-55.1%
+68.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.7% |
| 7D | +2.4% | -3.2% | +5.6% | +3.1% |
| 30D | +14.6% | +2.2% | +12.4% | +13.5% |
| 3M | -1.5% | -3.7% | +2.1% | -1.6% |
| 6M | -6.3% | -7.4% | +1.1% | -6.2% |
| YTD | -13.5% | -54.9% | +41.4% | -8.5% |
| 1Y | +13.3% | -54.9% | +68.2% | +21.4% |
| All | +13.3% | -55.1% | +68.4% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling