+18.8%
CVNA vs BB
-15.6%
+34.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -2.2% |
| 7D | -1.7% | +9.0% | -10.7% | -7.0% |
| 30D | +17.3% | +7.7% | +9.6% | +9.7% |
| 3M | -2.3% | +4.0% | -6.3% | -9.2% |
| 6M | -3.9% | +46.6% | -50.5% | -38.9% |
| YTD | -16.1% | +140.6% | -156.7% | -65.2% |
| 1Y | +7.9% | +103.1% | -95.2% | -49.7% |
| 3Y | +1,113.4% | +150.5% | +962.9% | +249.2% |
| All | +18.8% | -15.6% | +34.3% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 5y: compounded portfolio wealth divided by compounded BB 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…
5y analysis · Full analysis span regression · 6 months rolling