+3,265.8%
CVNA vs SGI
+524.6%
+2,741.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +3.5% | +9.3% | -5.8% | -3.4% |
| 30D | +5.5% | +6.9% | -1.4% | +0.1% |
| 3M | +7.6% | +2.8% | +4.7% | +4.5% |
| 6M | +17.6% | -12.6% | +30.2% | +27.8% |
| YTD | -11.5% | -21.5% | +10.1% | +3.4% |
| 1Y | +0.4% | -18.8% | +19.1% | +11.8% |
| 3Y | +695.6% | +60.8% | +634.7% | +431.6% |
| 5Y | +13.6% | +60.0% | -46.4% | -21.2% |
| All | +3,265.8% | +524.6% | +2,741.1% | +834.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SGI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling