+984.6%
CVNA vs BURL
+89.8%
+894.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.9% | -4.1% | -5.9% |
| 7D | +5.5% | +3.5% | +2.0% | +4.2% |
| 30D | +12.8% | -9.3% | +22.1% | +17.4% |
| 3M | +3.7% | -32.1% | +35.8% | +20.3% |
| 6M | -4.9% | -19.8% | +14.9% | +2.4% |
| YTD | -14.6% | -13.2% | -1.4% | -10.7% |
| 1Y | +16.4% | -7.8% | +24.2% | +16.9% |
| All | +984.6% | +89.8% | +894.8% | +798.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling