+3,065.8%
CVNA vs BLK
+244.1%
+2,821.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.2% |
| 7D | -4.3% | -5.2% | +0.9% | +1.8% |
| 30D | -2.4% | -7.0% | +4.7% | +6.1% |
| 3M | +4.5% | +5.7% | -1.2% | -3.8% |
| 6M | +10.2% | +11.0% | -0.8% | -4.2% |
| YTD | -16.7% | +0.9% | -17.6% | -20.4% |
| 1Y | -3.8% | -1.6% | -2.1% | -6.2% |
| 3Y | +648.3% | +64.5% | +583.8% | +304.0% |
| 5Y | +6.6% | +30.9% | -24.3% | -20.3% |
| All | +3,065.8% | +244.1% | +2,821.7% | +1,075.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling