+0.8%
CVNA vs CTAS
-1.7%
+2.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +0.7% | -1.8% | +2.6% | +1.5% |
| 30D | +7.4% | -0.2% | +7.6% | +7.3% |
| 3M | +12.7% | +11.7% | +1.0% | +8.7% |
| 6M | +17.9% | +0.7% | +17.2% | +17.7% |
| YTD | -11.6% | +7.4% | -19.0% | -12.4% |
| 1Y | +0.8% | -2.1% | +2.9% | -0.5% |
| All | +0.8% | -1.7% | +2.5% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling