-0.3%
BA vs CVNA
+2,724.4%
-2,724.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.2% | -1.1% |
| 7D | -1.7% | +5.9% | -7.6% | -2.5% |
| 30D | -9.5% | +19.7% | -29.1% | -11.9% |
| 3M | -26.5% | +7.6% | -34.1% | -27.6% |
| 6M | -27.4% | -2.2% | -25.2% | -27.9% |
| YTD | -20.6% | -9.6% | -11.0% | -20.9% |
| 1Y | -11.4% | +25.4% | -36.9% | -15.8% |
| 3Y | -10.8% | +1,152.6% | -1,163.5% | -40.8% |
| 5Y | -21.9% | +28.9% | -50.8% | -39.2% |
| All | -0.3% | +2,724.4% | -2,724.7% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling