+3,065.8%
CVNA vs CPRT
+294.1%
+2,771.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | +0.6% |
| 7D | -4.3% | -8.4% | +4.1% | +6.4% |
| 30D | -2.4% | +4.6% | -7.0% | -8.7% |
| 3M | +4.5% | -1.9% | +6.5% | +4.2% |
| 6M | +10.2% | -15.3% | +25.5% | +31.6% |
| YTD | -16.7% | -21.5% | +4.7% | +7.7% |
| 1Y | -3.8% | -36.6% | +32.9% | +62.4% |
| 3Y | +648.3% | -31.2% | +679.5% | +1,019.8% |
| 5Y | +6.6% | -14.1% | +20.7% | +36.4% |
| All | +3,065.8% | +294.1% | +2,771.7% | +1,224.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CPRT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling