+6.1%
CVNA vs GDDY
+29.8%
-23.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -3.2% |
| 7D | -7.3% | -3.2% | -4.1% | -5.3% |
| 30D | -4.6% | +6.8% | -11.4% | -12.4% |
| 3M | +2.0% | +30.5% | -28.5% | -27.7% |
| 6M | +11.7% | +13.3% | -1.6% | -12.3% |
| YTD | -18.1% | -21.0% | +2.9% | -5.4% |
| 1Y | -2.4% | -34.0% | +31.6% | +39.1% |
| 3Y | +580.6% | +33.1% | +547.5% | +173.5% |
| All | +6.1% | +29.8% | -23.7% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling