+3,259.9%
CVNA vs BAH
+139.8%
+3,120.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +2.2% |
| 7D | +0.7% | -3.2% | +4.0% | +2.0% |
| 30D | +7.4% | +2.0% | +5.3% | +6.3% |
| 3M | +12.7% | -7.6% | +20.3% | +15.4% |
| 6M | +17.9% | -5.7% | +23.6% | +18.6% |
| YTD | -11.6% | -11.7% | +0.1% | -9.6% |
| 1Y | +0.8% | -27.4% | +28.1% | +11.9% |
| 3Y | +633.4% | -32.5% | +666.0% | +671.4% |
| 5Y | +13.5% | -3.3% | +16.8% | -5.3% |
| All | +3,259.9% | +139.8% | +3,120.1% | +2,013.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling