+29.0%
CVNA vs CSGP
-63.2%
+92.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -4.8% | -7.1% | +2.3% | +1.2% |
| 30D | +24.1% | +3.6% | +20.5% | +16.6% |
| 3M | +2.6% | -2.7% | +5.3% | +0.3% |
| 6M | -3.1% | -8.0% | +5.0% | -3.7% |
| YTD | -12.5% | -55.0% | +42.5% | +67.3% |
| 1Y | +13.0% | -55.8% | +68.7% | +117.6% |
| 3Y | +1,165.3% | -62.0% | +1,227.3% | +2,537.5% |
| 5Y | +29.0% | -62.9% | +91.9% | +181.9% |
| All | +29.0% | -63.2% | +92.3% | +181.9% |
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 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