-3.8%
CVNA vs BWA
+54.1%
-57.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -4.9% | -4.3% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -2.4% | -5.5% | +3.1% | -2.0% |
| 3M | +4.5% | -7.6% | +12.1% | +5.1% |
| 6M | +10.2% | +25.0% | -14.7% | +9.3% |
| YTD | -16.7% | +47.0% | -63.7% | -17.5% |
| 1Y | -3.8% | +54.0% | -57.8% | -4.7% |
| All | -3.8% | +54.1% | -57.9% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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