+13.6%
CVNA vs CPRT
-9.0%
+22.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +5.0% |
| 7D | +3.5% | +0.4% | +3.1% | +2.2% |
| 30D | +5.5% | +9.9% | -4.5% | -9.9% |
| 3M | +7.6% | +5.6% | +1.9% | -4.7% |
| 6M | +17.6% | -13.6% | +31.2% | +42.2% |
| YTD | -11.5% | -16.7% | +5.3% | +10.8% |
| 1Y | +0.4% | -33.1% | +33.5% | +79.3% |
| 3Y | +695.6% | -27.1% | +722.6% | +961.5% |
| 5Y | +13.6% | -9.9% | +23.5% | -10.6% |
| All | +13.6% | -9.0% | +22.6% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling