+6.1%
CVNA vs COPX
+163.4%
-157.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -7.3% | -2.3% | -4.9% | -5.9% |
| 30D | -4.6% | +0.3% | -4.8% | -5.3% |
| 3M | +2.0% | +6.8% | -4.8% | -4.3% |
| 6M | +11.7% | +7.9% | +3.8% | +0.7% |
| YTD | -18.1% | +23.7% | -41.8% | -36.2% |
| 1Y | -2.4% | +71.5% | -73.9% | -43.2% |
| 3Y | +580.6% | +149.1% | +431.5% | +159.4% |
| All | +6.1% | +163.4% | -157.3% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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