+0.8%
CVNA vs CP
+19.9%
-19.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | +0.7% | -2.7% | +3.4% | +1.8% |
| 30D | +7.4% | +0.2% | +7.2% | +7.0% |
| 3M | +12.7% | +2.6% | +10.1% | +11.4% |
| 6M | +17.9% | +6.0% | +12.0% | +13.1% |
| YTD | -11.6% | +24.9% | -36.6% | -19.3% |
| 1Y | +0.8% | +20.1% | -19.4% | -13.3% |
| All | +0.8% | +19.9% | -19.2% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling