+3,206.8%
CVNA vs GM
+182.0%
+3,024.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | +0.2% |
| 7D | -1.0% | -1.1% | +0.1% | -0.2% |
| 30D | -1.0% | -4.6% | +3.6% | +2.7% |
| 3M | +5.5% | +0.2% | +5.3% | +4.9% |
| 6M | +11.8% | +12.6% | -0.8% | +1.0% |
| YTD | -13.0% | +3.7% | -16.7% | -16.5% |
| 1Y | -2.1% | +45.6% | -47.8% | -30.6% |
| 3Y | +681.6% | +162.0% | +519.7% | +216.8% |
| 5Y | +11.6% | +80.5% | -68.8% | -34.3% |
| All | +3,206.8% | +182.0% | +3,024.8% | +1,083.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling