+3,015.3%
CVNA vs GDDY
+150.2%
+2,865.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -3.1% |
| 7D | -7.3% | -3.2% | -4.1% | -5.4% |
| 30D | -4.6% | +6.8% | -11.4% | -12.1% |
| 3M | +2.0% | +30.5% | -28.5% | -25.7% |
| 6M | +11.7% | +13.3% | -1.6% | -10.5% |
| YTD | -18.1% | -21.0% | +2.9% | -9.4% |
| 1Y | -2.4% | -34.0% | +31.6% | +28.1% |
| 3Y | +580.6% | +33.1% | +547.5% | +299.1% |
| 5Y | +4.9% | +30.3% | -25.4% | -25.7% |
| All | +3,015.3% | +150.2% | +2,865.1% | +1,464.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling