+3,159.9%
CVNA vs BN
+245.2%
+2,914.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +4.1% |
| 7D | -1.6% | -1.0% | -0.6% | -0.5% |
| 30D | +24.9% | +14.0% | +10.9% | +7.5% |
| 3M | -1.8% | -9.0% | +7.2% | +10.2% |
| 6M | +3.5% | -8.8% | +12.4% | +15.4% |
| YTD | -14.3% | -10.3% | -4.0% | -3.8% |
| 1Y | +13.6% | -5.8% | +19.4% | +19.8% |
| 3Y | +1,163.4% | +94.8% | +1,068.7% | +470.8% |
| 5Y | +22.9% | +31.5% | -8.6% | -4.0% |
| All | +3,159.9% | +245.2% | +2,914.7% | +1,108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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