+3,091.0%
CVNA vs BAH
+186.7%
+2,904.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -1.7% | -2.6% | +0.8% | -0.8% |
| 30D | +17.3% | +20.4% | -3.1% | +8.4% |
| 3M | -2.3% | +11.9% | -14.1% | -7.3% |
| 6M | -3.9% | +17.1% | -21.0% | -11.4% |
| YTD | -16.1% | +5.5% | -21.6% | -20.7% |
| 1Y | +7.9% | +5.6% | +2.3% | +1.8% |
| 3Y | +1,113.4% | -26.5% | +1,140.0% | +1,152.5% |
| 5Y | +20.3% | +6.5% | +13.8% | -2.2% |
| All | +3,091.0% | +186.7% | +2,904.3% | +1,754.5% |
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 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