+591.6%
CVNA vs BROS
+57.4%
+534.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -2.9% |
| 7D | -4.3% | -6.1% | +1.8% | -1.8% |
| 30D | -2.4% | -12.4% | +10.0% | +3.0% |
| 3M | +4.5% | -27.9% | +32.4% | +16.3% |
| 6M | +10.2% | -16.8% | +27.0% | +14.0% |
| YTD | -16.7% | -29.0% | +12.3% | -8.2% |
| 1Y | -3.8% | -33.2% | +29.4% | +8.1% |
| All | +591.6% | +57.4% | +534.2% | +336.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling