+25.7%
CVNA vs B
+134.6%
-108.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +1.9% |
| 7D | +7.7% | +9.6% | -1.9% | +5.1% |
| 30D | +17.2% | +3.5% | +13.7% | +16.0% |
| 3M | +7.7% | -1.6% | +9.2% | +7.7% |
| 6M | -5.5% | -1.7% | -3.9% | -6.1% |
| YTD | -12.8% | -5.3% | -7.5% | -13.0% |
| 1Y | +26.8% | +27.2% | -0.4% | +17.1% |
| 3Y | +1,007.0% | +166.1% | +840.9% | +699.1% |
| All | +25.7% | +134.6% | -108.9% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 5y: compounded portfolio wealth divided by compounded B 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…
5y analysis · Full analysis span regression · 6 months rolling