+6.6%
CVNA vs BLDR
+7.7%
-1.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.3% | -1.2% |
| 7D | -4.3% | -8.1% | +3.8% | +2.0% |
| 30D | -2.4% | -21.5% | +19.1% | +17.3% |
| 3M | +4.5% | -21.0% | +25.5% | +21.7% |
| 6M | +10.2% | -37.1% | +47.3% | +52.6% |
| YTD | -16.7% | -42.7% | +26.0% | +20.8% |
| 1Y | -3.8% | -58.0% | +54.2% | +77.4% |
| 3Y | +648.3% | -57.8% | +706.1% | +1,072.0% |
| 5Y | +6.6% | +10.3% | -3.7% | -28.6% |
| All | +6.6% | +7.7% | -1.2% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling