+27.1%
CVNA vs CAPR
+151.3%
-124.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.9% | +5.7% | -3.9% |
| 7D | +2.4% | +7.6% | -5.2% | +2.2% |
| 30D | +14.6% | +13.3% | +1.3% | +14.0% |
| 3M | -1.5% | +130.4% | -131.9% | -5.0% |
| 6M | -6.3% | -70.8% | +64.5% | -4.9% |
| YTD | -13.5% | -69.3% | +55.8% | -12.5% |
| 1Y | +13.3% | +59.5% | -46.2% | -1.8% |
| 3Y | +1,150.8% | +216.8% | +934.0% | +593.5% |
| 5Y | +27.1% | +152.7% | -125.6% | -35.0% |
| All | +27.1% | +151.3% | -124.2% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling