+3,159.9%
CVNA vs BMY
+60.3%
+3,099.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.4% |
| 7D | -1.6% | +2.1% | -3.7% | -2.5% |
| 30D | +24.9% | +7.0% | +17.9% | +21.5% |
| 3M | -1.8% | -0.9% | -0.9% | -1.7% |
| 6M | +3.5% | +14.9% | -11.4% | -4.1% |
| YTD | -14.3% | +22.8% | -37.1% | -23.6% |
| 1Y | +13.6% | +36.2% | -22.6% | -4.2% |
| 3Y | +1,163.4% | +45.7% | +1,117.8% | +863.5% |
| 5Y | +22.9% | +31.3% | -8.4% | -3.3% |
| All | +3,159.9% | +60.3% | +3,099.6% | +1,757.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling