+3,159.9%
CVNA vs BAH
+185.9%
+2,974.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.3% |
| 7D | -1.6% | +1.7% | -3.3% | -2.3% |
| 30D | +24.9% | +20.8% | +4.1% | +15.3% |
| 3M | -1.8% | +11.6% | -13.4% | -6.8% |
| 6M | +3.5% | +23.1% | -19.6% | -6.7% |
| YTD | -14.3% | +5.3% | -19.5% | -18.9% |
| 1Y | +13.6% | +6.1% | +7.5% | +6.8% |
| 3Y | +1,163.4% | -27.5% | +1,190.9% | +1,214.0% |
| 5Y | +22.9% | +6.2% | +16.7% | 0.0% |
| All | +3,159.9% | +185.9% | +2,974.0% | +1,796.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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