+3,206.8%
CVNA vs BX
+510.4%
+2,696.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | +2.1% |
| 7D | -1.0% | -5.7% | +4.7% | +5.0% |
| 30D | -1.0% | -8.9% | +7.9% | +8.3% |
| 3M | +5.5% | +8.4% | -2.9% | -4.5% |
| 6M | +11.8% | +18.9% | -7.1% | -10.0% |
| YTD | -13.0% | -13.6% | +0.6% | -3.7% |
| 1Y | -2.1% | -22.4% | +20.3% | +20.1% |
| 3Y | +681.6% | +26.0% | +655.6% | +450.9% |
| 5Y | +11.6% | +18.8% | -7.2% | -7.2% |
| All | +3,206.8% | +510.4% | +2,696.4% | +657.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling