+3,259.9%
CVNA vs GD
+125.7%
+3,134.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.9% |
| 7D | +0.7% | -5.3% | +6.0% | +4.6% |
| 30D | +7.4% | -6.4% | +13.8% | +12.4% |
| 3M | +12.7% | +5.7% | +7.0% | +6.9% |
| 6M | +17.9% | -0.9% | +18.9% | +16.9% |
| YTD | -11.6% | +8.2% | -19.8% | -18.3% |
| 1Y | +0.8% | +13.4% | -12.7% | -10.4% |
| 3Y | +633.4% | +68.5% | +564.9% | +356.2% |
| 5Y | +13.5% | +97.2% | -83.7% | -36.5% |
| All | +3,259.9% | +125.7% | +3,134.2% | +1,495.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling