+3,015.3%
CVNA vs BAX
-50.3%
+3,065.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.9% |
| 7D | -7.3% | -7.9% | +0.6% | -3.8% |
| 30D | -4.6% | -11.7% | +7.1% | +1.0% |
| 3M | +2.0% | +16.2% | -14.2% | -5.7% |
| 6M | +11.7% | +32.0% | -20.2% | -3.0% |
| YTD | -18.1% | +24.7% | -42.8% | -28.1% |
| 1Y | -2.4% | -2.6% | +0.2% | -4.1% |
| 3Y | +580.6% | -35.0% | +615.5% | +669.0% |
| 5Y | +4.9% | -67.6% | +72.4% | +84.7% |
| All | +3,015.3% | -50.3% | +3,065.6% | +4,872.9% |
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