+11.6%
CVNA vs CTAS
+110.0%
-98.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.5% |
| 7D | -1.0% | +1.0% | -2.0% | -2.1% |
| 30D | -1.0% | -1.1% | 0.0% | -0.1% |
| 3M | +5.5% | +11.5% | -6.0% | -7.7% |
| 6M | +11.8% | +0.2% | +11.7% | +10.2% |
| YTD | -13.0% | +7.2% | -20.2% | -21.3% |
| 1Y | -2.1% | 0.0% | -2.1% | -4.6% |
| 3Y | +681.6% | +65.9% | +615.7% | +223.9% |
| 5Y | +11.6% | +109.6% | -97.9% | -67.5% |
| All | +11.6% | +110.0% | -98.4% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling