+3,259.9%
CVNA vs CTAS
+611.6%
+2,648.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.9% |
| 7D | +0.7% | -1.8% | +2.6% | +2.5% |
| 30D | +7.4% | -0.2% | +7.6% | +7.4% |
| 3M | +12.7% | +11.7% | +1.0% | -0.5% |
| 6M | +17.9% | +0.7% | +17.2% | +15.2% |
| YTD | -11.6% | +7.4% | -19.0% | -19.4% |
| 1Y | +0.8% | -2.1% | +2.9% | +0.2% |
| 3Y | +633.4% | +62.9% | +570.5% | +309.6% |
| 5Y | +13.5% | +111.9% | -98.4% | -48.5% |
| All | +3,259.9% | +611.6% | +2,648.3% | +446.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling