+0.8%
CVNA vs GTLB
+14.4%
-13.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | +0.7% | +11.1% | -10.3% | -2.4% |
| 30D | +7.4% | +37.8% | -30.4% | -2.6% |
| 3M | +12.7% | +61.6% | -48.9% | -2.7% |
| 6M | +17.9% | +98.9% | -81.0% | -4.7% |
| YTD | -11.6% | +32.8% | -44.4% | -18.7% |
| 1Y | +0.8% | +14.7% | -13.9% | +2.0% |
| All | +0.8% | +14.4% | -13.7% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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