+3,259.9%
CVNA vs BURL
+168.4%
+3,091.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | 0.0% |
| 7D | +0.7% | -2.8% | +3.5% | +2.3% |
| 30D | +7.4% | -28.2% | +35.5% | +29.8% |
| 3M | +12.7% | -17.6% | +30.3% | +25.3% |
| 6M | +17.9% | -11.8% | +29.7% | +24.5% |
| YTD | -11.6% | -8.1% | -3.5% | -9.2% |
| 1Y | +0.8% | -12.0% | +12.7% | +3.3% |
| 3Y | +633.4% | +63.3% | +570.1% | +373.7% |
| 5Y | +13.5% | -10.8% | +24.3% | +2.9% |
| All | +3,259.9% | +168.4% | +3,091.5% | +1,735.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling