+580.6%
CVNA vs PPG
-17.4%
+597.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.9% |
| 7D | -7.3% | -6.2% | -1.0% | -2.6% |
| 30D | -4.6% | -7.9% | +3.4% | +1.6% |
| 3M | +2.0% | -10.2% | +12.2% | +10.4% |
| 6M | +11.7% | +2.7% | +9.1% | +8.5% |
| YTD | -18.1% | +4.9% | -22.9% | -23.8% |
| 1Y | -2.4% | -3.2% | +0.8% | -2.7% |
| 3Y | +580.6% | -17.0% | +597.6% | +616.9% |
| All | +580.6% | -17.4% | +597.9% | +616.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling