+3,265.8%
CVNA vs SPG
+106.1%
+3,159.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.6% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +5.5% | -4.9% | +10.4% | +8.9% |
| 3M | +7.6% | +3.3% | +4.3% | +5.1% |
| 6M | +17.6% | +11.2% | +6.4% | +9.3% |
| YTD | -11.5% | +17.1% | -28.5% | -20.6% |
| 1Y | +0.4% | +21.6% | -21.2% | -12.7% |
| 3Y | +695.6% | +111.9% | +583.7% | +403.5% |
| 5Y | +13.6% | +106.9% | -93.3% | -22.7% |
| All | +3,265.8% | +106.1% | +3,159.6% | +1,886.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling