+25.7%
CVNA vs CP
+24.4%
+1.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +3.7% |
| 7D | +7.7% | +2.8% | +5.0% | +5.2% |
| 30D | +17.2% | +10.2% | +7.0% | +6.5% |
| 3M | +7.7% | +2.4% | +5.3% | +4.6% |
| 6M | -5.5% | +7.7% | -13.2% | -13.1% |
| YTD | -12.8% | +26.0% | -38.8% | -32.9% |
| 1Y | +26.8% | +34.6% | -7.9% | -9.0% |
| 3Y | +1,007.0% | +26.7% | +980.3% | +716.8% |
| All | +25.7% | +24.4% | +1.3% | -2.7% |
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 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