+3,206.8%
CVNA vs SPYG
+356.4%
+2,850.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.0% |
| 7D | -1.0% | +0.3% | -1.3% | -1.8% |
| 30D | -1.0% | -1.7% | +0.7% | +2.5% |
| 3M | +5.5% | +3.6% | +1.8% | -2.8% |
| 6M | +11.8% | +16.6% | -4.8% | -19.9% |
| YTD | -13.0% | +13.4% | -26.4% | -33.8% |
| 1Y | -2.1% | +19.6% | -21.7% | -32.8% |
| 3Y | +681.6% | +99.8% | +581.9% | +85.6% |
| 5Y | +11.6% | +85.0% | -73.3% | -60.3% |
| All | +3,206.8% | +356.4% | +2,850.4% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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