+3,065.8%
CVNA vs BAH
+149.3%
+2,916.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.8% | -9.1% | -6.2% |
| 7D | -4.3% | +2.4% | -6.7% | -5.4% |
| 30D | -2.4% | -2.9% | +0.6% | -1.4% |
| 3M | +4.5% | -1.3% | +5.8% | +3.9% |
| 6M | +10.2% | -0.9% | +11.1% | +8.6% |
| YTD | -16.7% | -8.2% | -8.5% | -16.3% |
| 1Y | -3.8% | -24.0% | +20.2% | +4.7% |
| 3Y | +648.3% | -28.1% | +676.4% | +661.4% |
| 5Y | +6.6% | +2.5% | +4.1% | -13.6% |
| All | +3,065.8% | +149.3% | +2,916.5% | +1,856.8% |
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