+1,150.8%
CVNA vs CSGP
-61.1%
+1,211.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -2.9% |
| 7D | +2.4% | -3.2% | +5.6% | +4.0% |
| 30D | +14.6% | +2.2% | +12.4% | +11.9% |
| 3M | -1.5% | -3.7% | +2.1% | -1.5% |
| 6M | -6.3% | -7.4% | +1.1% | -5.6% |
| YTD | -13.5% | -54.9% | +41.4% | +30.1% |
| 1Y | +13.3% | -54.9% | +68.2% | +69.2% |
| 3Y | +1,150.8% | -61.9% | +1,212.7% | +1,786.9% |
| All | +1,150.8% | -61.1% | +1,211.9% | +1,786.9% |
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