+3,206.8%
CVNA vs BTG
+179.9%
+3,026.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.2% |
| 7D | -1.0% | +2.4% | -3.4% | -1.7% |
| 30D | -1.0% | +9.5% | -10.5% | -3.2% |
| 3M | +5.5% | +38.5% | -33.0% | -3.3% |
| 6M | +11.8% | +5.6% | +6.2% | +8.5% |
| YTD | -13.0% | +23.9% | -37.0% | -19.6% |
| 1Y | -2.1% | +32.1% | -34.3% | -12.2% |
| 3Y | +681.6% | +103.2% | +578.4% | +503.9% |
| 5Y | +11.6% | +79.7% | -68.1% | -13.3% |
| All | +3,206.8% | +179.9% | +3,026.9% | +2,256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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