Well, I suppose it would be roughly as strong and as stiff as a car body made entirely out of carbon fibers. i.e., about as strong and as stiff as one made entirely out of cotton.
The fibers, individually, are very strong in tension but because of their extremely small cross sectional area have little in the way of bending stiffness. A rope is strong in tension because each fiber contributes its own strength to the total tension strength, which is the sum of that of the fibers. But since there is no binder in a rope, then the bending stiffness is also just the sum of that of the individual fibers. When you use a matrix to bind the fibers together they act much like a single fiber of the collective diameter (so long as the matrix has sufficient shear strength and adhesion properties), in that they all bend at once. Since bending stiffness increases with the cube of the thickness, this collective action increases effective bending strength several orders of magnitude.
Compressive strength, disregarding buckling, reduces to roughly the matrix compressive strength as the individual fibers are not able to resist microscopic buckling (which does not occur in tension) and thus contribute very little to the total.
The point being that a bunch of carbon nano-tubes would have no reason to stick to one another. Indeed, it seems like they don't like to stick to much of anything, which is a serious obstacle to be overcome on the road to develop their use in composites. And if the fibers do not stick to one another, you only get the sum of their individual behaviors instead of the macroscale collective behavior composites are famous for. I really can't see any way around using carbon nano-tubes for things other than tension cables except with the inclusion of a matrix.