+3,206.8%
CVNA vs COPX
+468.2%
+2,738.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.5% |
| 7D | -1.0% | +6.0% | -7.0% | -5.4% |
| 30D | -1.0% | +6.4% | -7.4% | -6.0% |
| 3M | +5.5% | +19.3% | -13.8% | -9.7% |
| 6M | +11.8% | +16.2% | -4.4% | -5.3% |
| YTD | -13.0% | +33.2% | -46.2% | -36.1% |
| 1Y | -2.1% | +90.2% | -92.3% | -47.4% |
| 3Y | +681.6% | +175.7% | +506.0% | +190.9% |
| 5Y | +11.6% | +193.1% | -181.5% | -60.8% |
| All | +3,206.8% | +468.2% | +2,738.5% | +481.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling