+3,065.8%
CVNA vs BBWI
-43.5%
+3,109.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.6% |
| 7D | -4.3% | -8.0% | +3.7% | -0.5% |
| 30D | -2.4% | -6.6% | +4.2% | -0.6% |
| 3M | +4.5% | -2.7% | +7.2% | +3.0% |
| 6M | +10.2% | -12.8% | +23.0% | +12.5% |
| YTD | -16.7% | -10.5% | -6.3% | -17.7% |
| 1Y | -3.8% | -35.3% | +31.6% | +9.3% |
| 3Y | +648.3% | -47.7% | +696.0% | +794.0% |
| 5Y | +6.6% | -68.9% | +75.4% | +65.5% |
| All | +3,065.8% | -43.5% | +3,109.2% | +2,553.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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