+3,065.8%
CVNA vs BP
+127.8%
+2,937.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.1% | -4.7% |
| 7D | -4.3% | +5.7% | -10.0% | -7.0% |
| 30D | -2.4% | +8.1% | -10.5% | -6.5% |
| 3M | +4.5% | +8.6% | -4.1% | -1.5% |
| 6M | +10.2% | +18.1% | -7.9% | -2.9% |
| YTD | -16.7% | +37.6% | -54.3% | -33.5% |
| 1Y | -3.8% | +39.4% | -43.2% | -24.5% |
| 3Y | +648.3% | +40.1% | +608.2% | +478.1% |
| 5Y | +6.6% | +141.3% | -134.7% | -43.9% |
| All | +3,065.8% | +127.8% | +2,937.9% | +1,555.0% |
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