+140.4%
BKNG vs CVNA
+2,461.5%
-2,321.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | -10.0% | -7.3% | -2.7% | -9.3% |
| 30D | -18.1% | -4.6% | -13.5% | -17.7% |
| 3M | +6.3% | +2.0% | +4.3% | +5.8% |
| 6M | +0.8% | +11.7% | -10.9% | -0.8% |
| YTD | -18.4% | -18.1% | -0.4% | -17.4% |
| 1Y | -20.4% | -2.4% | -18.0% | -21.3% |
| 3Y | +39.5% | +580.6% | -541.1% | +8.3% |
| 5Y | +92.7% | +4.9% | +87.8% | +57.5% |
| All | +140.4% | +2,461.5% | -2,321.0% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling