+1,007.0%
CVNA vs CSGP
-60.4%
+1,067.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.7% | +6.7% | +4.2% |
| 7D | +7.7% | +1.3% | +6.5% | +7.2% |
| 30D | +17.2% | +10.7% | +6.5% | +10.0% |
| 3M | +7.7% | +3.3% | +4.4% | +4.1% |
| 6M | -5.5% | -10.3% | +4.8% | -3.2% |
| YTD | -12.8% | -54.6% | +41.7% | +29.9% |
| 1Y | +26.8% | -54.6% | +81.4% | +87.9% |
| 3Y | +1,007.0% | -60.3% | +1,067.3% | +1,461.9% |
| All | +1,007.0% | -60.4% | +1,067.4% | +1,461.9% |
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