+3,015.3%
CVNA vs SPG
+101.4%
+2,913.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -7.3% | -1.2% | -6.1% | -6.6% |
| 30D | -4.6% | -6.1% | +1.6% | -0.6% |
| 3M | +2.0% | -3.6% | +5.6% | +4.2% |
| 6M | +11.7% | +10.4% | +1.3% | +4.4% |
| YTD | -18.1% | +14.4% | -32.4% | -25.4% |
| 1Y | -2.4% | +16.5% | -18.9% | -12.6% |
| 3Y | +580.6% | +106.8% | +473.8% | +337.5% |
| 5Y | +4.9% | +108.9% | -104.0% | -28.5% |
| All | +3,015.3% | +101.4% | +2,913.9% | +1,766.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling