+25.2%
CVNA vs GFS
+15.5%
+9.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.9% | +14.8% | +9.5% |
| 7D | +31.3% | -12.5% | +43.9% | +33.5% |
| 30D | +21.7% | -16.9% | +38.6% | +24.4% |
| 3M | +14.0% | -22.3% | +36.3% | +17.5% |
| 6M | +3.0% | -40.2% | +43.2% | +8.0% |
| YTD | -8.1% | +16.0% | -24.1% | -24.1% |
| 1Y | +25.2% | +17.7% | +7.5% | +4.0% |
| All | +25.2% | +15.5% | +9.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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