+3,227.5%
CVNA vs CP
+231.6%
+2,995.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -4.8% | -0.7% | -4.1% | -4.1% |
| 30D | +24.1% | +9.6% | +14.5% | +13.5% |
| 3M | +2.6% | +2.2% | +0.4% | -0.1% |
| 6M | -3.1% | +11.1% | -14.2% | -13.4% |
| YTD | -12.5% | +28.2% | -40.7% | -33.3% |
| 1Y | +13.0% | +32.2% | -19.2% | -16.4% |
| 3Y | +1,165.3% | +35.5% | +1,129.8% | +798.2% |
| 5Y | +29.0% | +26.8% | +2.2% | -0.2% |
| All | +3,227.5% | +231.6% | +2,995.8% | +1,247.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling