+3,214.0%
CVNA vs BURL
+149.7%
+3,064.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +3.0% |
| 7D | +7.7% | +4.1% | +3.7% | +5.4% |
| 30D | +17.2% | -9.5% | +26.7% | +24.7% |
| 3M | +7.7% | -33.5% | +41.2% | +35.7% |
| 6M | -5.5% | -22.1% | +16.6% | +6.8% |
| YTD | -12.8% | -14.6% | +1.7% | -6.9% |
| 1Y | +26.8% | -8.4% | +35.1% | +26.5% |
| 3Y | +1,007.0% | +86.6% | +920.4% | +546.9% |
| 5Y | +23.5% | -17.2% | +40.6% | +17.0% |
| All | +3,214.0% | +149.7% | +3,064.3% | +1,781.4% |
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