+3,189.2%
CVNA vs CPRT
+314.0%
+2,875.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.8% | -3.7% |
| 7D | +2.4% | +4.0% | -1.6% | -2.1% |
| 30D | +14.6% | +18.2% | -3.7% | -6.5% |
| 3M | -1.5% | +9.2% | -10.7% | -13.4% |
| 6M | -6.3% | -4.8% | -1.5% | -4.3% |
| YTD | -13.5% | -17.5% | +4.0% | +4.4% |
| 1Y | +13.3% | -22.0% | +35.3% | +45.7% |
| 3Y | +1,150.8% | -33.7% | +1,184.5% | +1,858.9% |
| 5Y | +27.1% | -15.0% | +42.1% | +61.6% |
| All | +3,189.2% | +314.0% | +2,875.2% | +1,183.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling