+25.4%
CVNA vs GFS
-3.9%
+29.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +3.5% | +2.6% | +0.9% | +1.9% |
| 30D | +5.5% | -16.4% | +21.9% | +16.3% |
| 3M | +7.6% | -41.6% | +49.2% | +43.0% |
| 6M | +17.6% | -3.7% | +21.3% | +4.9% |
| YTD | -11.5% | +29.3% | -40.8% | -38.9% |
| 1Y | +0.4% | +37.1% | -36.8% | -34.8% |
| 3Y | +695.6% | -22.1% | +717.7% | +630.1% |
| All | +25.4% | -3.9% | +29.3% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling