+3,265.8%
CVNA vs GME
+296.3%
+2,969.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +3.5% | +0.4% | +3.1% | +3.5% |
| 30D | +5.5% | -1.4% | +6.9% | +5.6% |
| 3M | +7.6% | -15.1% | +22.7% | +9.4% |
| 6M | +17.6% | -22.5% | +40.1% | +20.6% |
| YTD | -11.5% | -5.9% | -5.5% | -11.2% |
| 1Y | +0.4% | -18.6% | +19.0% | +2.4% |
| 3Y | +695.6% | +6.7% | +688.9% | +589.7% |
| 5Y | +13.6% | -62.0% | +75.6% | +6.2% |
| All | +3,265.8% | +296.3% | +2,969.5% | +1,142.8% |
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