+3,015.3%
CVNA vs BNS
+168.9%
+2,846.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.4% |
| 7D | -7.3% | -0.4% | -6.9% | -6.9% |
| 30D | -4.6% | +3.5% | -8.0% | -9.3% |
| 3M | +2.0% | +14.1% | -12.1% | -15.0% |
| 6M | +11.7% | +33.8% | -22.0% | -24.0% |
| YTD | -18.1% | +29.5% | -47.5% | -41.9% |
| 1Y | -2.4% | +48.4% | -50.8% | -42.0% |
| 3Y | +580.6% | +129.6% | +451.0% | +131.1% |
| 5Y | +4.9% | +96.1% | -91.2% | -53.6% |
| All | +3,015.3% | +168.9% | +2,846.4% | +939.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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