+622.4%
CVNA vs BN
+71.3%
+551.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.2% | +0.5% |
| 7D | -1.0% | -3.0% | +2.0% | +2.4% |
| 30D | -1.0% | -13.0% | +12.0% | +16.0% |
| 3M | +5.5% | -15.2% | +20.7% | +27.7% |
| 6M | +11.8% | -5.9% | +17.7% | +19.0% |
| YTD | -13.0% | -15.8% | +2.8% | +4.0% |
| 1Y | -2.1% | -12.2% | +10.1% | +10.2% |
| All | +622.4% | +71.3% | +551.1% | +221.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling