+3,227.5%
CVNA vs BP
+123.8%
+3,103.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.4% | +0.4% |
| 7D | -4.8% | -0.8% | -4.0% | -4.3% |
| 30D | +24.1% | -3.1% | +27.3% | +25.2% |
| 3M | +2.6% | +6.2% | -3.6% | -2.0% |
| 6M | -3.1% | +4.8% | -7.9% | -8.6% |
| YTD | -12.5% | +35.2% | -47.6% | -30.3% |
| 1Y | +13.0% | +27.4% | -14.4% | -7.4% |
| 3Y | +1,165.3% | +49.8% | +1,115.6% | +828.3% |
| 5Y | +29.0% | +109.4% | -80.4% | -26.0% |
| All | +3,227.5% | +123.8% | +3,103.7% | +1,634.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling