+4,590.0%
CVNA vs BAM
+90.5%
+4,499.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.3% | +1.5% |
| 7D | +5.9% | +5.3% | +0.7% | +1.3% |
| 30D | +19.7% | +18.1% | +1.6% | +3.2% |
| 3M | +7.6% | +4.2% | +3.4% | +3.6% |
| 6M | -2.2% | +11.1% | -13.2% | -11.5% |
| YTD | -9.6% | +6.6% | -16.3% | -16.0% |
| 1Y | +25.4% | +6.2% | +19.2% | +16.7% |
| 3Y | +1,152.6% | +95.0% | +1,057.6% | +596.9% |
| All | +4,590.0% | +90.5% | +4,499.5% | +2,574.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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