+1,136.7%
CVNA vs BWA
+64.3%
+1,072.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | -1.7% | +7.3% | -9.0% | -5.2% |
| 30D | +17.3% | -15.8% | +33.1% | +27.9% |
| 3M | -2.3% | -25.7% | +23.5% | +13.2% |
| 6M | -3.9% | -19.6% | +15.7% | +4.5% |
| YTD | -16.1% | +14.1% | -30.1% | -33.6% |
| 1Y | +7.9% | +12.2% | -4.2% | -13.8% |
| All | +1,136.7% | +64.3% | +1,072.4% | +480.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling