+3,259.9%
CVNA vs CNP
+85.1%
+3,174.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.1% |
| 7D | +0.7% | +1.1% | -0.4% | 0.0% |
| 30D | +7.4% | -1.8% | +9.2% | +8.5% |
| 3M | +12.7% | -4.6% | +17.3% | +15.2% |
| 6M | +17.9% | -8.8% | +26.8% | +23.3% |
| YTD | -11.6% | +5.2% | -16.9% | -16.7% |
| 1Y | +0.8% | +8.3% | -7.6% | -7.4% |
| 3Y | +633.4% | +54.9% | +578.5% | +413.5% |
| 5Y | +13.5% | +73.5% | -60.0% | -25.4% |
| All | +3,259.9% | +85.1% | +3,174.8% | +1,383.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling