+695.6%
CVNA vs CAPR
+42.0%
+653.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.3% |
| 7D | +3.5% | -9.5% | +13.0% | +3.7% |
| 30D | +5.5% | +121.5% | -116.1% | +3.4% |
| 3M | +7.6% | -65.4% | +73.0% | +8.3% |
| 6M | +17.6% | -67.5% | +85.1% | +18.5% |
| YTD | -11.5% | -68.6% | +57.1% | -10.9% |
| 1Y | +0.4% | +42.7% | -42.3% | -6.3% |
| 3Y | +695.6% | +43.4% | +652.2% | +452.1% |
| All | +695.6% | +42.0% | +653.6% | +452.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling