+6.1%
CVNA vs GWW
+222.0%
-215.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.2% |
| 7D | -7.3% | -3.4% | -3.9% | -4.3% |
| 30D | -4.6% | -1.9% | -2.7% | -3.3% |
| 3M | +2.0% | -2.4% | +4.4% | +3.2% |
| 6M | +11.7% | +15.7% | -4.0% | -4.7% |
| YTD | -18.1% | +27.6% | -45.7% | -37.7% |
| 1Y | -2.4% | +27.2% | -29.6% | -26.3% |
| 3Y | +580.6% | +89.7% | +490.9% | +211.5% |
| All | +6.1% | +222.0% | -215.9% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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