+21.7%
CVNA vs GTLB
-50.1%
+71.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | -7.3% | -5.7% | -1.6% | -4.3% |
| 30D | -4.6% | +15.1% | -19.7% | -12.9% |
| 3M | +2.0% | +65.5% | -63.5% | -25.5% |
| 6M | +11.7% | +102.9% | -91.2% | -30.7% |
| YTD | -18.1% | +25.2% | -43.3% | -33.2% |
| 1Y | -2.4% | -5.5% | +3.1% | -7.4% |
| 3Y | +580.6% | -10.9% | +591.5% | +463.1% |
| All | +21.7% | -50.1% | +71.9% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling