+3,265.8%
CVNA vs BMY
+61.8%
+3,204.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.6% |
| 7D | +3.5% | -3.3% | +6.9% | +5.0% |
| 30D | +5.5% | 0.0% | +5.5% | +5.3% |
| 3M | +7.6% | +17.7% | -10.1% | -1.1% |
| 6M | +17.6% | +9.6% | +8.0% | +11.2% |
| YTD | -11.5% | +24.0% | -35.5% | -21.4% |
| 1Y | +0.4% | +45.1% | -44.7% | -18.5% |
| 3Y | +695.6% | +22.5% | +673.1% | +583.8% |
| 5Y | +13.6% | +22.3% | -8.7% | -5.4% |
| All | +3,265.8% | +61.8% | +3,204.0% | +1,811.5% |
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