-2.4%
CVNA vs CTAS
+1.1%
-3.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.2% |
| 7D | -7.3% | +0.5% | -7.8% | -7.5% |
| 30D | -4.6% | -0.7% | -3.9% | -4.4% |
| 3M | +2.0% | +11.1% | -9.1% | -1.6% |
| 6M | +11.7% | +2.1% | +9.6% | +11.4% |
| YTD | -18.1% | +8.0% | -26.0% | -18.9% |
| 1Y | -2.4% | -0.5% | -1.9% | 0.0% |
| All | -2.4% | +1.1% | -3.4% | 0.0% |
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