+24.6%
CVNA vs GLXY
+15.1%
+9.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.6% | -0.2% |
| 7D | +3.5% | +15.5% | -11.9% | +1.1% |
| 30D | +5.5% | +34.1% | -28.6% | +0.5% |
| 3M | +7.6% | -11.3% | +18.9% | +8.8% |
| 6M | +17.6% | +31.6% | -14.0% | +9.0% |
| YTD | -11.5% | +21.0% | -32.4% | -19.2% |
| 1Y | +0.4% | +11.7% | -11.3% | -0.2% |
| All | +24.6% | +15.1% | +9.5% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 3y: compounded portfolio wealth divided by compounded GLXY 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…
3y analysis · Full analysis span regression · 6 months rolling