+3,206.8%
CVNA vs CP
+217.9%
+2,988.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -0.6% |
| 7D | -1.0% | +0.6% | -1.6% | -1.6% |
| 30D | -1.0% | -0.5% | -0.5% | -1.0% |
| 3M | +5.5% | +0.1% | +5.4% | +4.7% |
| 6M | +11.8% | +7.8% | +4.0% | +2.8% |
| YTD | -13.0% | +22.9% | -35.9% | -30.8% |
| 1Y | -2.1% | +21.3% | -23.4% | -21.6% |
| 3Y | +681.6% | +20.4% | +661.3% | +530.6% |
| 5Y | +11.6% | +34.9% | -23.3% | -19.0% |
| All | +3,206.8% | +217.9% | +2,988.9% | +1,297.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling