+934.0%
BE vs CVNA
+704.3%
+229.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -3.0% |
| 7D | +9.7% | -4.3% | +14.0% | +11.0% |
| 30D | +22.4% | -2.4% | +24.8% | +23.0% |
| 3M | +10.4% | +4.5% | +5.9% | +8.7% |
| 6M | +67.9% | +10.2% | +57.6% | +62.1% |
| YTD | +197.5% | -16.7% | +214.2% | +204.7% |
| 1Y | +310.6% | -3.8% | +314.3% | +304.6% |
| 3Y | +1,657.2% | +648.3% | +1,008.9% | +859.2% |
| 5Y | +1,218.2% | +6.6% | +1,211.6% | +809.7% |
| All | +934.0% | +704.3% | +229.7% | +222.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling