+3,015.3%
CVNA vs BKR
+81.3%
+2,934.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -7.3% | -7.0% | -0.3% | -4.0% |
| 30D | -4.6% | -8.1% | +3.5% | -0.7% |
| 3M | +2.0% | -6.6% | +8.6% | +4.7% |
| 6M | +11.7% | +0.9% | +10.9% | +9.2% |
| YTD | -18.1% | +31.1% | -49.2% | -30.2% |
| 1Y | -2.4% | +27.7% | -30.1% | -16.3% |
| 3Y | +580.6% | +71.2% | +509.4% | +405.0% |
| 5Y | +4.9% | +177.6% | -172.8% | -42.1% |
| All | +3,015.3% | +81.3% | +2,934.0% | +1,170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 10y: compounded portfolio wealth divided by compounded BKR 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…
10y analysis · Full analysis span regression · 6 months rolling