+25.2%
CVNA vs GDDY
-11.8%
+37.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.3% | +4.5% | +7.9% |
| 7D | +31.3% | +11.1% | +20.3% | +28.4% |
| 30D | +21.7% | +18.6% | +3.1% | +17.2% |
| 3M | +14.0% | +32.8% | -18.8% | +6.9% |
| 6M | +3.0% | +34.0% | -31.0% | -4.3% |
| YTD | -8.1% | -4.6% | -3.5% | -3.6% |
| 1Y | +25.2% | -12.5% | +37.7% | +30.7% |
| All | +25.2% | -11.8% | +37.0% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling