+580.6%
CVNA vs BLK
+66.0%
+514.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -3.4% |
| 7D | -7.3% | -3.3% | -4.0% | -3.8% |
| 30D | -4.6% | -6.5% | +1.9% | +2.6% |
| 3M | +2.0% | +6.7% | -4.8% | -7.0% |
| 6M | +11.7% | +14.7% | -3.0% | -6.7% |
| YTD | -18.1% | +2.5% | -20.6% | -23.3% |
| 1Y | -2.4% | -2.8% | +0.4% | -2.7% |
| 3Y | +580.6% | +65.9% | +514.7% | +145.7% |
| All | +580.6% | +66.0% | +514.6% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 3y: compounded portfolio wealth divided by compounded BLK 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…
3y analysis · Full analysis span regression · 6 months rolling