+13.6%
CVNA vs CP
+34.0%
-20.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.7% |
| 7D | +3.5% | +2.4% | +1.1% | +1.1% |
| 30D | +5.5% | -0.5% | +6.0% | +5.5% |
| 3M | +7.6% | +1.4% | +6.2% | +5.5% |
| 6M | +17.6% | +10.3% | +7.3% | +5.7% |
| YTD | -11.5% | +24.3% | -35.8% | -30.5% |
| 1Y | +0.4% | +20.4% | -20.1% | -19.0% |
| 3Y | +695.6% | +21.8% | +673.8% | +523.2% |
| 5Y | +13.6% | +31.5% | -17.9% | -12.1% |
| All | +13.6% | +34.0% | -20.4% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling