+580.6%
CVNA vs GM
+166.7%
+413.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | -7.3% | -2.4% | -4.8% | -5.8% |
| 30D | -4.6% | -1.1% | -3.5% | -4.0% |
| 3M | +2.0% | +6.1% | -4.1% | -2.5% |
| 6M | +11.7% | +15.0% | -3.2% | +1.2% |
| YTD | -18.1% | +6.0% | -24.0% | -21.9% |
| 1Y | -2.4% | +47.1% | -49.5% | -27.1% |
| 3Y | +580.6% | +170.5% | +410.1% | +148.7% |
| All | +580.6% | +166.7% | +413.8% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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