+4,487.3%
CVNA vs BAM
+78.0%
+4,409.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.0% |
| 7D | +0.7% | -2.0% | +2.7% | +2.5% |
| 30D | +7.4% | -2.9% | +10.3% | +9.9% |
| 3M | +12.7% | +9.4% | +3.3% | +3.2% |
| 6M | +17.9% | +10.8% | +7.2% | +6.9% |
| YTD | -11.6% | -0.4% | -11.2% | -12.8% |
| 1Y | +0.8% | -10.9% | +11.6% | +10.2% |
| 3Y | +633.4% | +61.3% | +572.2% | +368.1% |
| All | +4,487.3% | +78.0% | +4,409.4% | +2,676.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling