+668.0%
BE vs CVNA
+728.2%
-60.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -5.5% |
| 7D | +10.8% | -1.6% | +12.5% | +11.4% |
| 30D | -19.8% | +24.9% | -44.6% | -24.4% |
| 3M | -18.7% | -1.8% | -16.9% | -18.7% |
| 6M | -33.7% | +3.5% | -37.3% | -35.0% |
| YTD | +121.0% | -14.3% | +135.2% | +124.0% |
| 1Y | +85.4% | +13.6% | +71.8% | +75.0% |
| 3Y | +1,709.5% | +1,163.4% | +546.1% | +779.6% |
| 5Y | +462.2% | +22.9% | +439.3% | +270.3% |
| All | +668.0% | +728.2% | -60.3% | +137.0% |
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