+13.0%
CVNA vs GD
+97.9%
-85.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.7% |
| 7D | +0.7% | -5.3% | +6.0% | +4.1% |
| 30D | +7.4% | -6.4% | +13.8% | +11.7% |
| 3M | +12.7% | +5.7% | +7.0% | +7.5% |
| 6M | +17.9% | -0.9% | +18.9% | +17.5% |
| YTD | -11.6% | +8.2% | -19.8% | -17.5% |
| 1Y | +0.8% | +13.4% | -12.7% | -9.3% |
| 3Y | +633.4% | +68.5% | +564.9% | +347.2% |
| All | +13.0% | +97.9% | -85.0% | -36.0% |
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