+13.0%
CVNA vs BURL
-11.0%
+23.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | -0.1% |
| 7D | +0.7% | -2.8% | +3.5% | +2.4% |
| 30D | +7.4% | -28.2% | +35.5% | +31.8% |
| 3M | +12.7% | -17.6% | +30.3% | +26.3% |
| 6M | +17.9% | -11.8% | +29.7% | +24.8% |
| YTD | -11.6% | -8.1% | -3.5% | -9.2% |
| 1Y | +0.8% | -12.0% | +12.7% | +3.2% |
| 3Y | +633.4% | +63.3% | +570.1% | +330.2% |
| All | +13.0% | -11.0% | +23.9% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling