-55.4%
BSX vs CVNA
+2.4%
-57.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.7% |
| 7D | +2.0% | +0.7% | +1.3% | +2.0% |
| 30D | +0.1% | +7.4% | -7.2% | -0.3% |
| 3M | -2.1% | +12.7% | -14.8% | -2.9% |
| 6M | -33.8% | +17.9% | -51.7% | -34.4% |
| YTD | -49.9% | -11.6% | -38.2% | -50.5% |
| 1Y | -55.4% | +0.8% | -56.2% | -56.0% |
| All | -55.4% | +2.4% | -57.8% | -56.0% |
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 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