+683.0%
CVNA vs CP
+19.6%
+663.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.3% |
| 7D | +0.7% | -2.7% | +3.4% | +3.1% |
| 30D | +7.4% | +0.2% | +7.2% | +6.7% |
| 3M | +12.7% | +2.6% | +10.1% | +9.6% |
| 6M | +17.9% | +6.0% | +12.0% | +10.8% |
| YTD | -11.6% | +24.9% | -36.6% | -30.1% |
| 1Y | +0.8% | +20.1% | -19.4% | -17.4% |
| All | +683.0% | +19.6% | +663.4% | +462.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling