+3,159.9%
CVNA vs BAX
-46.1%
+3,206.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +24.9% | +4.1% | +20.8% | +21.9% |
| 3M | -1.8% | -4.5% | +2.7% | -0.4% |
| 6M | +3.5% | +49.2% | -45.7% | -15.6% |
| YTD | -14.3% | +35.2% | -49.5% | -28.0% |
| 1Y | +13.6% | +38.3% | -24.7% | -6.2% |
| 3Y | +1,163.4% | -19.0% | +1,182.5% | +1,146.2% |
| 5Y | +22.9% | -64.2% | +87.1% | +105.5% |
| All | +3,159.9% | -46.1% | +3,206.0% | +4,876.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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