+580.6%
CVNA vs BX
+25.1%
+555.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -3.7% |
| 7D | -7.3% | -5.6% | -1.7% | -2.7% |
| 30D | -4.6% | -12.2% | +7.6% | +6.3% |
| 3M | +2.0% | +7.4% | -5.4% | -5.2% |
| 6M | +11.7% | +22.2% | -10.4% | -8.7% |
| YTD | -18.1% | -14.0% | -4.1% | -8.9% |
| 1Y | -2.4% | -27.3% | +24.9% | +27.4% |
| 3Y | +580.6% | +24.5% | +556.0% | +318.8% |
| All | +580.6% | +25.1% | +555.5% | +318.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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