+1,007.0%
CVNA vs BAM
+85.9%
+921.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.1% | +1.1% |
| 7D | +7.7% | +9.7% | -2.0% | -1.4% |
| 30D | +17.2% | +19.0% | -1.8% | -0.8% |
| 3M | +7.7% | +0.6% | +7.1% | +6.9% |
| 6M | -5.5% | +11.1% | -16.6% | -15.4% |
| YTD | -12.8% | +4.2% | -17.0% | -17.8% |
| 1Y | +26.8% | +3.3% | +23.5% | +20.2% |
| 3Y | +1,007.0% | +88.8% | +918.2% | +356.7% |
| All | +1,007.0% | +85.9% | +921.1% | +356.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling