+1,163.4%
CVNA vs CTAS
+74.7%
+1,088.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.4% |
| 7D | -1.6% | +2.0% | -3.6% | -2.9% |
| 30D | +24.9% | +8.7% | +16.2% | +18.3% |
| 3M | -1.8% | +13.3% | -15.1% | -9.6% |
| 6M | +3.5% | +39.4% | -35.9% | -17.8% |
| YTD | -14.3% | +21.5% | -35.7% | -24.8% |
| 1Y | +13.6% | +21.9% | -8.3% | -0.9% |
| 3Y | +1,163.4% | +73.6% | +1,089.8% | +670.6% |
| All | +1,163.4% | +74.7% | +1,088.7% | +670.6% |
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