+3,146.8%
CVNA vs BURL
+153.7%
+2,993.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.9% | -4.1% | -5.3% |
| 7D | +5.5% | +3.5% | +2.0% | +3.6% |
| 30D | +12.8% | -9.3% | +22.1% | +19.9% |
| 3M | +3.7% | -32.1% | +35.8% | +29.2% |
| 6M | -4.9% | -19.8% | +14.9% | +5.7% |
| YTD | -14.6% | -13.2% | -1.4% | -9.6% |
| 1Y | +16.4% | -7.8% | +24.2% | +15.8% |
| 3Y | +1,016.5% | +89.3% | +927.2% | +547.0% |
| 5Y | +21.0% | -15.8% | +36.8% | +13.5% |
| All | +3,146.8% | +153.7% | +2,993.1% | +1,726.3% |
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 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