+17.9%
CVNA vs GFS
-2.1%
+20.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -4.3% | +3.2% | -7.5% | -6.1% |
| 30D | -2.4% | -9.6% | +7.2% | +3.2% |
| 3M | +4.5% | -38.5% | +43.0% | +34.5% |
| 6M | +10.2% | -1.3% | +11.5% | -3.2% |
| YTD | -16.7% | +31.8% | -48.5% | -43.2% |
| 1Y | -3.8% | +44.6% | -48.3% | -39.8% |
| 3Y | +648.3% | -20.6% | +668.9% | +578.7% |
| All | +17.9% | -2.1% | +20.0% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling