+3,189.2%
CVNA vs BURL
+156.9%
+3,032.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -3.0% | -3.5% |
| 7D | +2.4% | +5.9% | -3.4% | -0.8% |
| 30D | +14.6% | -8.3% | +22.9% | +21.0% |
| 3M | -1.5% | -31.6% | +30.1% | +22.1% |
| 6M | -6.3% | -16.6% | +10.3% | +1.8% |
| YTD | -13.5% | -12.1% | -1.4% | -9.1% |
| 1Y | +13.3% | -10.0% | +23.3% | +14.4% |
| 3Y | +1,150.8% | +94.3% | +1,056.5% | +613.3% |
| 5Y | +27.1% | -13.2% | +40.3% | +17.2% |
| All | +3,189.2% | +156.9% | +3,032.3% | +1,736.3% |
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