+3,159.9%
CVNA vs BBWI
-30.7%
+3,190.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.5% |
| 7D | -1.6% | +0.1% | -1.8% | -1.6% |
| 30D | +24.9% | +12.9% | +12.0% | +18.2% |
| 3M | -1.8% | +16.0% | -17.8% | -10.4% |
| 6M | +3.5% | +16.6% | -13.1% | -7.4% |
| YTD | -14.3% | +9.7% | -24.0% | -23.6% |
| 1Y | +13.6% | +1.5% | +12.1% | +2.8% |
| 3Y | +1,163.4% | -21.4% | +1,184.8% | +1,123.4% |
| 5Y | +22.9% | -67.6% | +90.5% | +83.5% |
| All | +3,159.9% | -30.7% | +3,190.6% | +2,362.2% |
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 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