+6.1%
CVNA vs BMY
+23.1%
-17.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -7.3% | -4.8% | -2.5% | -6.7% |
| 30D | -4.6% | -0.1% | -4.5% | -4.6% |
| 3M | +2.0% | +13.1% | -11.1% | 0.0% |
| 6M | +11.7% | +8.4% | +3.3% | +10.2% |
| YTD | -18.1% | +22.0% | -40.0% | -21.0% |
| 1Y | -2.4% | +40.3% | -42.7% | -8.3% |
| 3Y | +580.6% | +20.5% | +560.1% | +554.9% |
| All | +6.1% | +23.1% | -17.0% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling