+3,189.2%
CVNA vs CP
+231.7%
+2,957.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -4.0% | -4.0% |
| 7D | +2.4% | +2.8% | -0.4% | -0.1% |
| 30D | +14.6% | +11.0% | +3.5% | +3.4% |
| 3M | -1.5% | +3.8% | -5.4% | -5.6% |
| 6M | -6.3% | +9.5% | -15.8% | -15.1% |
| YTD | -13.5% | +28.2% | -41.7% | -34.1% |
| 1Y | +13.3% | +33.0% | -19.7% | -16.7% |
| 3Y | +1,150.8% | +35.5% | +1,115.2% | +787.7% |
| 5Y | +27.1% | +25.8% | +1.3% | -1.0% |
| All | +3,189.2% | +231.7% | +2,957.5% | +1,232.1% |
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