+21.4%
CVNA vs SPG
+84.0%
-62.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.6% |
| 7D | -1.6% | +2.0% | -3.6% | -4.4% |
| 30D | +24.9% | +17.2% | +7.6% | -0.4% |
| 3M | -1.8% | +6.3% | -8.1% | -10.0% |
| 6M | +3.5% | +18.7% | -15.2% | -20.4% |
| YTD | -14.3% | +30.1% | -44.3% | -43.6% |
| 1Y | +13.6% | +32.8% | -19.2% | -28.0% |
| 3Y | +1,163.4% | +133.6% | +1,029.9% | +183.3% |
| All | +21.4% | +84.0% | -62.6% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling