+11.3%
CVNA vs BROS
+38.3%
-27.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -0.8% |
| 7D | -1.0% | -6.6% | +5.6% | +2.3% |
| 30D | -1.0% | -12.3% | +11.3% | +5.7% |
| 3M | +5.5% | -22.2% | +27.7% | +15.6% |
| 6M | +11.8% | -14.3% | +26.1% | +15.2% |
| YTD | -13.0% | -26.6% | +13.5% | -3.5% |
| 1Y | -2.1% | -31.5% | +29.4% | +11.4% |
| 3Y | +681.6% | +62.3% | +619.4% | +400.8% |
| All | +11.3% | +38.3% | -27.1% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling