+25.7%
CVNA vs GD
+94.5%
-68.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.5% |
| 7D | +7.7% | -5.0% | +12.7% | +11.2% |
| 30D | +17.2% | +8.9% | +8.3% | +11.1% |
| 3M | +7.7% | -8.0% | +15.7% | +13.4% |
| 6M | -5.5% | +2.9% | -8.4% | -8.3% |
| YTD | -12.8% | +7.1% | -19.9% | -18.3% |
| 1Y | +26.8% | +5.9% | +20.9% | +19.8% |
| 3Y | +1,007.0% | +53.9% | +953.1% | +630.7% |
| All | +25.7% | +94.5% | -68.9% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling