+19.7%
GS vs CVNA
+20.1%
-0.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.8% | -5.2% | +2.0% |
| 7D | +0.3% | +31.3% | -31.0% | -4.7% |
| 30D | +3.9% | +21.7% | -17.9% | 0.0% |
| 3M | -11.4% | +14.0% | -25.4% | -14.1% |
| 6M | +3.7% | +3.0% | +0.7% | +1.8% |
| YTD | +7.1% | -8.1% | +15.2% | +4.5% |
| 1Y | +19.7% | +25.2% | -5.5% | +6.5% |
| All | +19.7% | +20.1% | -0.4% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling