+1,163.4%
CVNA vs BROS
+30.6%
+1,132.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.5% | -4.3% | -0.4% |
| 7D | -1.6% | +6.3% | -7.9% | -4.0% |
| 30D | +24.9% | -8.3% | +33.2% | +28.2% |
| 3M | -1.8% | -29.8% | +28.0% | +11.8% |
| 6M | +3.5% | -25.8% | +29.4% | +11.5% |
| YTD | -14.3% | -41.4% | +27.1% | +0.6% |
| 1Y | +13.6% | -35.2% | +48.8% | +27.4% |
| 3Y | +1,163.4% | +32.8% | +1,130.7% | +902.9% |
| All | +1,163.4% | +30.6% | +1,132.8% | +902.9% |
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