+3,159.9%
CVNA vs BURL
+145.7%
+3,014.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.7% | +4.3% |
| 7D | -1.6% | -1.6% | -0.1% | -0.7% |
| 30D | +24.9% | -7.7% | +32.6% | +31.2% |
| 3M | -1.8% | -31.7% | +29.8% | +21.7% |
| 6M | +3.5% | -15.2% | +18.7% | +11.2% |
| YTD | -14.3% | -15.9% | +1.7% | -7.6% |
| 1Y | +13.6% | -14.2% | +27.8% | +17.9% |
| 3Y | +1,163.4% | +93.5% | +1,069.9% | +619.8% |
| 5Y | +22.9% | -9.9% | +32.8% | +11.7% |
| All | +3,159.9% | +145.7% | +3,014.2% | +1,767.6% |
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