+3,265.8%
CVNA vs BB
-15.3%
+3,281.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.8% |
| 7D | +3.5% | +0.5% | +3.0% | +3.2% |
| 30D | +5.5% | -12.4% | +17.8% | +10.8% |
| 3M | +7.6% | -15.3% | +22.9% | +10.0% |
| 6M | +17.6% | +128.8% | -111.2% | -27.3% |
| YTD | -11.5% | +107.7% | -119.1% | -42.6% |
| 1Y | +0.4% | +103.9% | -103.5% | -35.3% |
| 3Y | +695.6% | +72.6% | +623.0% | +404.4% |
| 5Y | +13.6% | -24.3% | +37.8% | +4.7% |
| All | +3,265.8% | -15.3% | +3,281.1% | +1,646.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling