+11.6%
CVNA vs BBWI
-68.8%
+80.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.3% | +4.5% | +2.1% |
| 7D | -1.0% | -4.4% | +3.4% | +1.5% |
| 30D | -1.0% | -7.4% | +6.4% | +1.7% |
| 3M | +5.5% | -2.2% | +7.7% | +2.7% |
| 6M | +11.8% | -16.3% | +28.1% | +17.1% |
| YTD | -13.0% | -9.1% | -3.9% | -16.4% |
| 1Y | -2.1% | -34.5% | +32.4% | +14.4% |
| 3Y | +681.6% | -47.0% | +728.6% | +814.6% |
| 5Y | +11.6% | -68.8% | +80.5% | +114.6% |
| All | +11.6% | -68.8% | +80.5% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling