+3,206.8%
CVNA vs CPRT
+310.5%
+2,896.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | +0.4% |
| 7D | -1.0% | -0.4% | -0.6% | -1.0% |
| 30D | -1.0% | +8.2% | -9.3% | -11.2% |
| 3M | +5.5% | +2.3% | +3.2% | -0.2% |
| 6M | +11.8% | -14.7% | +26.6% | +32.6% |
| YTD | -13.0% | -18.2% | +5.2% | +7.0% |
| 1Y | -2.1% | -33.4% | +31.2% | +55.2% |
| 3Y | +681.6% | -28.3% | +710.0% | +1,013.0% |
| 5Y | +11.6% | -9.8% | +21.5% | +34.9% |
| All | +3,206.8% | +310.5% | +2,896.2% | +1,216.3% |
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