+3,265.8%
CVNA vs GAP
+17.0%
+3,248.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +3.5% | +1.7% | +1.8% | +2.7% |
| 30D | +5.5% | +9.3% | -3.9% | +0.4% |
| 3M | +7.6% | +6.1% | +1.5% | +3.9% |
| 6M | +17.6% | -2.3% | +19.9% | +16.0% |
| YTD | -11.5% | -10.6% | -0.9% | -9.9% |
| 1Y | +0.4% | -4.4% | +4.8% | -2.1% |
| 3Y | +695.6% | +118.3% | +577.3% | +341.3% |
| 5Y | +13.6% | +12.2% | +1.4% | -18.0% |
| All | +3,265.8% | +17.0% | +3,248.7% | +1,612.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 all: compounded portfolio wealth divided by compounded GAP 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…
all analysis · Full analysis span regression · 6 months rolling