+3,259.9%
CVNA vs CPRT
+332.2%
+2,927.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.1% |
| 7D | +0.7% | +2.2% | -1.5% | -2.3% |
| 30D | +7.4% | +16.6% | -9.3% | -12.0% |
| 3M | +12.7% | +9.6% | +3.1% | -1.9% |
| 6M | +17.9% | -11.1% | +29.0% | +33.2% |
| YTD | -11.6% | -13.9% | +2.2% | +2.3% |
| 1Y | +0.8% | -32.5% | +33.3% | +57.9% |
| 3Y | +633.4% | -25.0% | +658.5% | +891.7% |
| 5Y | +13.5% | -7.4% | +20.9% | +32.1% |
| All | +3,259.9% | +332.2% | +2,927.7% | +1,158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling