+3,065.8%
CVNA vs COO
+8.9%
+3,056.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.7% | +10.4% | +9.2% |
| 7D | -4.3% | -23.3% | +19.0% | +20.2% |
| 30D | -2.4% | -29.5% | +27.1% | +32.3% |
| 3M | +4.5% | -20.0% | +24.5% | +25.1% |
| 6M | +10.2% | -27.2% | +37.4% | +43.5% |
| YTD | -16.7% | -33.9% | +17.2% | +18.5% |
| 1Y | -3.8% | -19.9% | +16.2% | +10.1% |
| 3Y | +648.3% | -38.1% | +686.4% | +898.8% |
| 5Y | +6.6% | -52.0% | +58.6% | +98.0% |
| All | +3,065.8% | +8.9% | +3,056.9% | +2,962.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded COO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling