+622.4%
CVNA vs GME
+11.4%
+611.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.3% | -7.0% | -2.5% |
| 7D | -1.0% | +4.8% | -5.9% | -1.7% |
| 30D | -1.0% | +5.9% | -6.9% | -1.8% |
| 3M | +5.5% | -10.7% | +16.2% | +6.8% |
| 6M | +11.8% | -19.8% | +31.6% | +14.6% |
| YTD | -13.0% | -0.9% | -12.1% | -13.4% |
| 1Y | -2.1% | -15.7% | +13.6% | -0.4% |
| All | +622.4% | +11.4% | +611.0% | +416.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling