+627.7%
GEV vs CVNA
+300.5%
+327.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.6% |
| 7D | +3.2% | -1.0% | +4.2% | +3.4% |
| 30D | -4.0% | -1.0% | -3.0% | -4.1% |
| 3M | +3.4% | +5.5% | -2.0% | +0.6% |
| 6M | +14.7% | +11.8% | +2.9% | +8.8% |
| YTD | +45.8% | -13.0% | +58.8% | +45.7% |
| 1Y | +57.4% | -2.1% | +59.5% | +49.5% |
| All | +627.7% | +300.5% | +327.2% | +387.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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