+3,206.8%
CVNA vs BG
+108.2%
+3,098.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.6% |
| 7D | -1.0% | +0.5% | -1.5% | -1.3% |
| 30D | -1.0% | +10.3% | -11.3% | -4.8% |
| 3M | +5.5% | -1.9% | +7.4% | +5.2% |
| 6M | +11.8% | +5.2% | +6.6% | +7.8% |
| YTD | -13.0% | +41.2% | -54.2% | -26.1% |
| 1Y | -2.1% | +50.5% | -52.6% | -19.9% |
| 3Y | +681.6% | +19.9% | +661.7% | +586.3% |
| 5Y | +11.6% | +86.7% | -75.1% | -28.2% |
| All | +3,206.8% | +108.2% | +3,098.6% | +1,452.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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