+13.1%
CVNA vs BROS
+43.3%
-30.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.2% |
| 7D | +0.7% | -6.7% | +7.4% | +4.1% |
| 30D | +7.4% | -29.1% | +36.4% | +25.4% |
| 3M | +12.7% | -16.7% | +29.4% | +19.4% |
| 6M | +17.9% | -11.6% | +29.5% | +19.7% |
| YTD | -11.6% | -23.9% | +12.3% | -3.6% |
| 1Y | +0.8% | -34.8% | +35.5% | +17.4% |
| 3Y | +633.4% | +62.1% | +571.4% | +371.3% |
| All | +13.1% | +43.3% | -30.3% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling