+3,015.3%
CVNA vs BR
+182.1%
+2,833.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.3% |
| 7D | -7.3% | -3.0% | -4.3% | -4.2% |
| 30D | -4.6% | -0.3% | -4.3% | -4.6% |
| 3M | +2.0% | +17.3% | -15.3% | -16.5% |
| 6M | +11.7% | -6.7% | +18.4% | +17.4% |
| YTD | -18.1% | -23.4% | +5.4% | +6.5% |
| 1Y | -2.4% | -32.7% | +30.3% | +47.4% |
| 3Y | +580.6% | -5.9% | +586.5% | +566.0% |
| 5Y | +4.9% | +8.4% | -3.6% | -6.9% |
| All | +3,015.3% | +182.1% | +2,833.2% | +1,279.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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