+6.1%
CVNA vs BTDR
+20.7%
-14.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.1% |
| 7D | -7.3% | -3.4% | -3.9% | -6.9% |
| 30D | -4.6% | +32.6% | -37.2% | -8.4% |
| 3M | +2.0% | -32.2% | +34.2% | +5.3% |
| 6M | +11.7% | +52.4% | -40.6% | +1.3% |
| YTD | -18.1% | +6.7% | -24.8% | -22.6% |
| 1Y | -2.4% | -15.2% | +12.9% | -7.0% |
| 3Y | +580.6% | +14.9% | +565.7% | +419.0% |
| All | +6.1% | +20.7% | -14.6% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling