+648.3%
CVNA vs CSGP
-61.9%
+710.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.8% |
| 7D | +0.7% | -4.1% | +4.8% | +2.7% |
| 30D | +7.4% | +2.3% | +5.0% | +5.9% |
| 3M | +12.7% | -8.2% | +20.9% | +16.4% |
| 6M | +17.9% | -35.1% | +53.0% | +47.6% |
| YTD | -11.6% | -54.0% | +42.4% | +33.8% |
| 1Y | +0.8% | -65.3% | +66.1% | +87.5% |
| All | +648.3% | -61.9% | +710.2% | +1,137.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling