+3,015.3%
CVNA vs GWRE
+127.8%
+2,887.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.1% |
| 7D | -7.3% | -13.2% | +6.0% | +3.0% |
| 30D | -4.6% | -18.6% | +14.0% | +5.9% |
| 3M | +2.0% | +18.9% | -16.9% | -20.3% |
| 6M | +11.7% | -11.0% | +22.7% | +3.2% |
| YTD | -18.1% | -29.9% | +11.8% | -8.6% |
| 1Y | -2.4% | -44.3% | +42.0% | +34.3% |
| 3Y | +580.6% | +51.7% | +528.9% | +177.3% |
| 5Y | +4.9% | +15.4% | -10.6% | -42.6% |
| All | +3,015.3% | +127.8% | +2,887.5% | +1,052.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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