+3,015.3%
CVNA vs BMY
+59.2%
+2,956.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -7.3% | -4.8% | -2.5% | -5.3% |
| 30D | -4.6% | -0.1% | -4.5% | -4.7% |
| 3M | +2.0% | +13.1% | -11.1% | -4.6% |
| 6M | +11.7% | +8.4% | +3.3% | +6.2% |
| YTD | -18.1% | +22.0% | -40.0% | -26.7% |
| 1Y | -2.4% | +40.3% | -42.7% | -19.4% |
| 3Y | +580.6% | +20.5% | +560.1% | +489.2% |
| 5Y | +4.9% | +23.7% | -18.8% | -13.9% |
| All | +3,015.3% | +59.2% | +2,956.1% | +1,682.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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