+373.1%
GS vs CVNA
+2,624.8%
-2,251.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.4% | -0.6% |
| 7D | -3.2% | +7.7% | -10.9% | -3.9% |
| 30D | -2.4% | +17.2% | -19.6% | -4.0% |
| 3M | -15.7% | +7.7% | -23.4% | -16.6% |
| 6M | -6.8% | -5.5% | -1.2% | -7.0% |
| YTD | -0.1% | -12.8% | +12.8% | +0.1% |
| 1Y | +12.1% | +26.8% | -14.7% | +8.3% |
| 3Y | +185.8% | +1,007.0% | -821.2% | +122.4% |
| 5Y | +140.1% | +23.5% | +116.6% | +103.7% |
| All | +373.1% | +2,624.8% | -2,251.8% | +162.1% |
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