+24.8%
CVNA vs CPNG
-76.2%
+101.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -3.6% |
| 7D | -7.3% | -1.1% | -6.2% | -6.7% |
| 30D | -4.6% | -7.4% | +2.8% | +0.3% |
| 3M | +2.0% | -12.3% | +14.3% | +8.6% |
| 6M | +11.7% | -19.4% | +31.2% | +21.1% |
| YTD | -18.1% | -35.9% | +17.8% | +2.3% |
| 1Y | -2.4% | -53.4% | +51.0% | +52.4% |
| 3Y | +580.6% | -20.0% | +600.6% | +565.9% |
| 5Y | +4.9% | -49.6% | +54.4% | +18.3% |
| All | +24.8% | -76.2% | +101.0% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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