+3,259.9%
CVNA vs BP
+116.6%
+3,143.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | +0.7% | +3.9% | -3.2% | -1.3% |
| 30D | +7.4% | +7.6% | -0.3% | +3.0% |
| 3M | +12.7% | +0.7% | +12.0% | +10.5% |
| 6M | +17.9% | +15.5% | +2.4% | +4.9% |
| YTD | -11.6% | +30.8% | -42.5% | -27.6% |
| 1Y | +0.8% | +34.3% | -33.6% | -19.5% |
| 3Y | +633.4% | +35.1% | +598.4% | +477.0% |
| 5Y | +13.5% | +126.8% | -113.4% | -38.3% |
| All | +3,259.9% | +116.6% | +3,143.3% | +1,703.3% |
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