+695.6%
CVNA vs CNP
+54.5%
+641.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | 0.0% |
| 7D | +3.5% | +1.6% | +1.9% | +3.2% |
| 30D | +5.5% | -0.8% | +6.2% | +5.6% |
| 3M | +7.6% | -3.6% | +11.1% | +7.9% |
| 6M | +17.6% | -6.9% | +24.5% | +18.8% |
| YTD | -11.5% | +6.4% | -17.9% | -14.8% |
| 1Y | +0.4% | +9.9% | -9.6% | -5.3% |
| 3Y | +695.6% | +53.1% | +642.5% | +485.7% |
| All | +695.6% | +54.5% | +641.1% | +485.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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