+3,335.1%
CVNA vs BURL
+160.2%
+3,174.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.6% | +1.1% |
| 7D | +5.9% | +7.7% | -1.8% | +1.5% |
| 30D | +19.7% | -7.1% | +26.8% | +25.4% |
| 3M | +7.6% | -30.3% | +37.9% | +32.0% |
| 6M | -2.2% | -15.5% | +13.4% | +5.5% |
| YTD | -9.6% | -11.0% | +1.3% | -5.8% |
| 1Y | +25.4% | -8.4% | +33.9% | +25.3% |
| 3Y | +1,152.6% | +96.7% | +1,056.0% | +609.0% |
| 5Y | +28.9% | -14.1% | +42.9% | +19.4% |
| All | +3,335.1% | +160.2% | +3,174.9% | +1,803.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling