+25.2%
CVNA vs LNG
+42.0%
-16.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.2% | +15.0% | +6.3% |
| 7D | +31.3% | -1.9% | +33.3% | +30.0% |
| 30D | +21.7% | +6.2% | +15.5% | +25.7% |
| 3M | +14.0% | +13.7% | +0.3% | +23.0% |
| 6M | +3.0% | +7.5% | -4.5% | +10.8% |
| YTD | -8.1% | +51.3% | -59.4% | +18.7% |
| 1Y | +25.2% | +42.6% | -17.5% | +56.7% |
| All | +25.2% | +42.0% | -16.8% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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