+3,065.8%
CVNA vs CTAS
+604.4%
+2,461.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.5% |
| 7D | -4.3% | -1.3% | -3.0% | -3.0% |
| 30D | -2.4% | -3.1% | +0.7% | +0.6% |
| 3M | +4.5% | +10.3% | -5.8% | -6.1% |
| 6M | +10.2% | +1.6% | +8.6% | +6.7% |
| YTD | -16.7% | +6.3% | -23.1% | -23.3% |
| 1Y | -3.8% | -0.5% | -3.3% | -6.0% |
| 3Y | +648.3% | +64.6% | +583.7% | +313.2% |
| 5Y | +6.6% | +106.0% | -99.4% | -50.2% |
| All | +3,065.8% | +604.4% | +2,461.4% | +420.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling