+1,008.9%
BE vs CVNA
+755.1%
+253.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.2% | +9.5% | +9.6% |
| 7D | +29.8% | +3.5% | +26.2% | +28.7% |
| 30D | +26.4% | +5.5% | +20.9% | +24.5% |
| 3M | +9.3% | +7.6% | +1.7% | +6.9% |
| 6M | +105.1% | +17.6% | +87.5% | +94.9% |
| YTD | +219.0% | -11.5% | +230.5% | +221.9% |
| 1Y | +418.8% | +0.4% | +418.4% | +405.4% |
| 3Y | +1,784.6% | +695.6% | +1,089.0% | +913.0% |
| 5Y | +1,251.0% | +13.6% | +1,237.4% | +817.4% |
| All | +1,008.9% | +755.1% | +253.8% | +240.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling