+0.2%
AAL vs CVNA
-6.7%
+7.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.5% |
| 7D | -0.9% | -4.3% | +3.4% | +0.2% |
| 30D | -16.0% | -2.4% | -13.6% | -15.6% |
| 3M | -4.2% | +4.5% | -8.8% | -6.7% |
| 6M | +15.7% | +10.2% | +5.4% | +10.1% |
| YTD | -16.2% | -16.7% | +0.6% | -15.9% |
| 1Y | +0.2% | -3.8% | +4.0% | -5.3% |
| All | +0.2% | -6.7% | +7.0% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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