+14.5%
GS vs CVNA
+12.2%
+2.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.7% | +1.3% |
| 7D | +1.6% | +2.4% | -0.9% | +1.2% |
| 30D | +1.7% | +14.6% | -12.9% | -1.0% |
| 3M | -11.6% | -1.5% | -10.0% | -11.7% |
| 6M | -1.9% | -6.3% | +4.4% | -1.7% |
| YTD | +5.1% | -13.5% | +18.6% | +3.6% |
| All | +14.5% | +12.2% | +2.3% | +4.9% |
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 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