+3,159.9%
CVNA vs CP
+233.0%
+2,926.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.6% |
| 7D | -1.6% | +2.1% | -3.8% | -3.6% |
| 30D | +24.9% | +9.3% | +15.5% | +14.5% |
| 3M | -1.8% | +0.5% | -2.3% | -2.8% |
| 6M | +3.5% | +10.4% | -6.9% | -7.0% |
| YTD | -14.3% | +28.7% | -43.0% | -34.9% |
| 1Y | +13.6% | +33.2% | -19.6% | -16.7% |
| 3Y | +1,163.4% | +38.4% | +1,125.0% | +777.2% |
| 5Y | +22.9% | +26.2% | -3.3% | -4.6% |
| All | +3,159.9% | +233.0% | +2,926.9% | +1,214.7% |
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