+3,065.8%
CVNA vs BLDR
+266.5%
+2,799.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.3% | -1.7% |
| 7D | -4.3% | -8.1% | +3.8% | +1.0% |
| 30D | -2.4% | -21.5% | +19.1% | +14.1% |
| 3M | +4.5% | -21.0% | +25.5% | +19.4% |
| 6M | +10.2% | -37.1% | +47.3% | +45.5% |
| YTD | -16.7% | -42.7% | +26.0% | +14.7% |
| 1Y | -3.8% | -58.0% | +54.2% | +60.6% |
| 3Y | +648.3% | -57.8% | +706.1% | +1,072.5% |
| 5Y | +6.6% | +10.3% | -3.7% | -6.2% |
| All | +3,065.8% | +266.5% | +2,799.3% | +1,034.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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