+3,259.9%
CVNA vs BAX
-46.1%
+3,306.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.1% |
| 7D | +0.7% | -1.1% | +1.9% | +1.3% |
| 30D | +7.4% | -5.5% | +12.8% | +10.2% |
| 3M | +12.7% | +33.5% | -20.8% | -2.3% |
| 6M | +17.9% | +35.9% | -17.9% | +1.0% |
| YTD | -11.6% | +35.4% | -47.0% | -25.3% |
| 1Y | +0.8% | +9.8% | -9.0% | -6.4% |
| 3Y | +633.4% | -32.7% | +666.2% | +725.4% |
| 5Y | +13.5% | -65.6% | +79.0% | +95.2% |
| All | +3,259.9% | -46.1% | +3,306.0% | +5,068.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling