+3,206.8%
CVNA vs CAPR
-72.5%
+3,279.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.9% | -1.6% |
| 7D | -1.0% | -12.6% | +11.6% | -0.5% |
| 30D | -1.0% | +124.4% | -125.4% | -4.5% |
| 3M | +5.5% | -66.8% | +72.2% | +6.9% |
| 6M | +11.8% | -71.8% | +83.6% | +14.0% |
| YTD | -13.0% | -70.1% | +57.0% | -11.7% |
| 1Y | -2.1% | +33.3% | -35.5% | -13.9% |
| 3Y | +681.6% | +36.7% | +644.9% | +539.6% |
| 5Y | +11.6% | +72.5% | -60.8% | -11.3% |
| All | +3,206.8% | -72.5% | +3,279.2% | +2,181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling