+3,159.9%
CVNA vs GME
+442.3%
+2,717.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | -1.6% | +2.9% | -4.5% | -1.9% |
| 30D | +24.9% | -4.8% | +29.7% | +25.7% |
| 3M | -1.8% | +39.2% | -41.0% | -5.6% |
| 6M | +3.5% | +17.1% | -13.5% | +1.3% |
| YTD | -14.3% | +28.7% | -43.0% | -17.2% |
| 1Y | +13.6% | +23.3% | -9.7% | +10.3% |
| 3Y | +1,163.4% | +112.9% | +1,050.5% | +911.1% |
| 5Y | +22.9% | -48.8% | +71.7% | +10.9% |
| All | +3,159.9% | +442.3% | +2,717.6% | +1,059.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling