-0.8%
CVNA vs GTLB
-3.6%
+2.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.9% |
| 7D | -4.3% | -4.1% | -0.2% | -3.2% |
| 30D | -2.4% | +12.3% | -14.7% | -6.1% |
| 3M | +4.5% | +65.9% | -61.4% | -10.7% |
| 6M | +10.2% | +104.0% | -93.7% | -12.8% |
| YTD | -16.7% | +26.0% | -42.8% | -21.9% |
| All | -0.8% | -3.6% | +2.8% | +3.8% |
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