+695.6%
CVNA vs BP
+36.5%
+659.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.3% | -0.4% |
| 7D | +3.5% | +0.9% | +2.6% | +3.3% |
| 30D | +5.5% | +9.1% | -3.7% | +3.2% |
| 3M | +7.6% | +3.9% | +3.7% | +6.2% |
| 6M | +17.6% | +13.6% | +4.0% | +9.4% |
| YTD | -11.5% | +34.0% | -45.5% | -25.0% |
| 1Y | +0.4% | +39.2% | -38.8% | -17.9% |
| 3Y | +695.6% | +36.4% | +659.2% | +539.4% |
| All | +695.6% | +36.5% | +659.1% | +539.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling