-2.4%
CVNA vs GME
-11.9%
+9.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.7% |
| 7D | -7.3% | +10.4% | -17.7% | -10.1% |
| 30D | -4.6% | +14.1% | -18.7% | -8.4% |
| 3M | +2.0% | -4.6% | +6.6% | +3.3% |
| 6M | +11.7% | -13.5% | +25.3% | +15.8% |
| YTD | -18.1% | +5.3% | -23.4% | -25.9% |
| 1Y | -2.4% | -14.9% | +12.5% | +1.0% |
| All | -2.4% | -11.9% | +9.5% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling