+3,159.9%
CVNA vs BP
+128.6%
+3,031.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.7% |
| 7D | -1.6% | +3.8% | -5.4% | -3.4% |
| 30D | +24.9% | -5.3% | +30.2% | +27.4% |
| 3M | -1.8% | +9.3% | -11.1% | -7.6% |
| 6M | +3.5% | +7.2% | -3.7% | -3.4% |
| YTD | -14.3% | +38.0% | -52.3% | -32.5% |
| 1Y | +13.6% | +33.2% | -19.6% | -9.1% |
| 3Y | +1,163.4% | +50.3% | +1,113.2% | +827.0% |
| 5Y | +22.9% | +114.1% | -91.2% | -30.3% |
| All | +3,159.9% | +128.6% | +3,031.4% | +1,581.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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