+6.1%
CVNA vs GM
+78.3%
-72.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.0% |
| 7D | -7.3% | -2.4% | -4.8% | -5.2% |
| 30D | -4.6% | -1.1% | -3.5% | -3.8% |
| 3M | +2.0% | +6.1% | -4.1% | -4.5% |
| 6M | +11.7% | +15.0% | -3.2% | -3.7% |
| YTD | -18.1% | +6.0% | -24.0% | -24.3% |
| 1Y | -2.4% | +47.1% | -49.5% | -37.2% |
| 3Y | +580.6% | +170.5% | +410.1% | +88.7% |
| All | +6.1% | +78.3% | -72.2% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling