+55.3%
BE vs CVNA
+20.1%
+35.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +8.8% | -15.2% | -8.9% |
| 7D | -12.1% | +31.3% | -43.5% | -20.0% |
| 30D | -30.1% | +21.7% | -51.8% | -34.6% |
| 3M | -12.1% | +14.0% | -26.2% | -16.5% |
| 6M | -30.6% | +3.0% | -33.6% | -32.9% |
| YTD | +130.6% | -8.1% | +138.7% | +110.4% |
| 1Y | +55.3% | +25.2% | +30.1% | +2.9% |
| All | +55.3% | +20.1% | +35.2% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 1y: compounded portfolio wealth divided by compounded CVNA 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…
1y analysis · Full analysis span regression · 6 months rolling