+622.4%
CVNA vs CTAS
+66.0%
+556.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.6% |
| 7D | -1.0% | +1.0% | -2.0% | -1.7% |
| 30D | -1.0% | -1.1% | 0.0% | -0.4% |
| 3M | +5.5% | +11.5% | -6.0% | -2.4% |
| 6M | +11.8% | +0.2% | +11.7% | +11.9% |
| YTD | -13.0% | +7.2% | -20.2% | -17.4% |
| 1Y | -2.1% | 0.0% | -2.1% | -2.2% |
| All | +622.4% | +66.0% | +556.4% | +319.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling