+3,259.9%
CVNA vs BBWI
-36.8%
+3,296.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.3% | +0.2% |
| 7D | +0.7% | +1.5% | -0.8% | 0.0% |
| 30D | +7.4% | -5.2% | +12.5% | +8.6% |
| 3M | +12.7% | +11.1% | +1.6% | +4.3% |
| 6M | +17.9% | -13.4% | +31.3% | +20.9% |
| YTD | -11.6% | +0.1% | -11.7% | -17.1% |
| 1Y | +0.8% | -36.1% | +36.9% | +15.4% |
| 3Y | +633.4% | -44.1% | +677.5% | +750.5% |
| 5Y | +13.5% | -66.2% | +79.7% | +69.1% |
| All | +3,259.9% | -36.8% | +3,296.7% | +2,571.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling