+3,206.8%
CVNA vs BBY
+135.8%
+3,070.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.5% |
| 7D | -1.0% | +1.2% | -2.2% | -2.0% |
| 30D | -1.0% | +6.8% | -7.8% | -7.1% |
| 3M | +5.5% | +18.7% | -13.3% | -9.9% |
| 6M | +11.8% | +37.3% | -25.5% | -18.0% |
| YTD | -13.0% | +35.3% | -48.3% | -36.9% |
| 1Y | -2.1% | +20.7% | -22.8% | -22.5% |
| 3Y | +681.6% | +39.4% | +642.2% | +386.4% |
| 5Y | +11.6% | -1.5% | +13.1% | +4.1% |
| All | +3,206.8% | +135.8% | +3,070.9% | +1,949.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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