+3,265.8%
CVNA vs BWA
+105.5%
+3,160.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.5% |
| 7D | +3.5% | +4.3% | -0.8% | +0.5% |
| 30D | +5.5% | -2.9% | +8.4% | +6.9% |
| 3M | +7.6% | -12.4% | +20.0% | +16.3% |
| 6M | +17.6% | +28.6% | -11.0% | -5.3% |
| YTD | -11.5% | +48.2% | -59.7% | -39.7% |
| 1Y | +0.4% | +50.9% | -50.6% | -33.6% |
| 3Y | +695.6% | +72.2% | +623.4% | +360.6% |
| 5Y | +13.6% | +91.1% | -77.5% | -38.6% |
| All | +3,265.8% | +105.5% | +3,160.3% | +1,306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling