+6.1%
CVNA vs GNRC
-58.7%
+64.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -3.9% |
| 7D | -7.3% | -0.2% | -7.1% | -7.2% |
| 30D | -4.6% | -15.7% | +11.2% | +8.2% |
| 3M | +2.0% | -27.3% | +29.3% | +26.1% |
| 6M | +11.7% | -12.1% | +23.8% | +12.5% |
| YTD | -18.1% | +37.1% | -55.2% | -47.4% |
| 1Y | -2.4% | -0.5% | -1.9% | -18.4% |
| 3Y | +580.6% | +61.5% | +519.1% | +226.2% |
| All | +6.1% | -58.7% | +64.7% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 5y: compounded portfolio wealth divided by compounded GNRC 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…
5y analysis · Full analysis span regression · 6 months rolling