+3,065.8%
CVNA vs PPG
+13.4%
+3,052.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -2.3% |
| 7D | -4.3% | -5.1% | +0.9% | +0.9% |
| 30D | -2.4% | -9.6% | +7.2% | +7.9% |
| 3M | +4.5% | -6.4% | +10.9% | +10.8% |
| 6M | +10.2% | +0.5% | +9.7% | +7.8% |
| YTD | -16.7% | +4.4% | -21.2% | -23.6% |
| 1Y | -3.8% | -0.9% | -2.9% | -7.5% |
| 3Y | +648.3% | -17.0% | +665.3% | +755.0% |
| 5Y | +6.6% | -23.7% | +30.2% | +40.4% |
| All | +3,065.8% | +13.4% | +3,052.4% | +2,576.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling