+13.0%
CVNA vs CSGP
-64.7%
+77.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +3.7% |
| 7D | +0.7% | -4.1% | +4.8% | +4.3% |
| 30D | +7.4% | +2.3% | +5.0% | +4.3% |
| 3M | +12.7% | -8.2% | +20.9% | +17.5% |
| 6M | +17.9% | -35.1% | +53.0% | +68.3% |
| YTD | -11.6% | -54.0% | +42.4% | +69.6% |
| 1Y | +0.8% | -65.3% | +66.1% | +160.7% |
| 3Y | +633.4% | -62.6% | +696.0% | +1,504.8% |
| All | +13.0% | -64.7% | +77.7% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling