+0.8%
CVNA vs BROS
-35.3%
+36.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.3% |
| 7D | +0.7% | -6.7% | +7.4% | +2.9% |
| 30D | +7.4% | -29.1% | +36.4% | +18.2% |
| 3M | +12.7% | -16.7% | +29.4% | +14.9% |
| 6M | +17.9% | -11.6% | +29.5% | +15.5% |
| YTD | -11.6% | -23.9% | +12.3% | -9.9% |
| 1Y | +0.8% | -34.8% | +35.5% | -4.0% |
| All | +0.8% | -35.3% | +36.1% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling