+1,150.8%
CVNA vs GD
+61.5%
+1,089.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.8% |
| 7D | +2.4% | -1.9% | +4.3% | +3.1% |
| 30D | +14.6% | +10.9% | +3.7% | +10.3% |
| 3M | -1.5% | -6.8% | +5.2% | +0.9% |
| 6M | -6.3% | +7.0% | -13.3% | -9.3% |
| YTD | -13.5% | +11.1% | -24.6% | -17.3% |
| 1Y | +13.3% | +7.0% | +6.2% | +10.0% |
| 3Y | +1,150.8% | +59.9% | +1,090.8% | +828.5% |
| All | +1,150.8% | +61.5% | +1,089.2% | +828.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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