+580.6%
CVNA vs BTDR
+4.4%
+576.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.2% |
| 7D | -7.3% | -3.4% | -3.9% | -6.8% |
| 30D | -4.6% | +32.6% | -37.2% | -9.0% |
| 3M | +2.0% | -32.2% | +34.2% | +5.9% |
| 6M | +11.7% | +52.4% | -40.6% | -0.5% |
| YTD | -18.1% | +6.7% | -24.8% | -23.5% |
| 1Y | -2.4% | -15.2% | +12.9% | -8.1% |
| 3Y | +580.6% | +14.9% | +565.7% | +344.5% |
| All | +580.6% | +4.4% | +576.2% | +344.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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