+26.8%
CVNA vs BURL
-7.8%
+34.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.5% |
| 7D | +7.7% | +4.1% | +3.7% | +6.8% |
| 30D | +17.2% | -9.5% | +26.7% | +19.7% |
| 3M | +7.7% | -33.5% | +41.2% | +17.6% |
| 6M | -5.5% | -22.1% | +16.6% | -0.4% |
| YTD | -12.8% | -14.6% | +1.7% | -5.9% |
| 1Y | +26.8% | -8.4% | +35.1% | +41.6% |
| All | +26.8% | -7.8% | +34.6% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling