-0.8%
BA vs CVNA
+2,580.4%
-2,581.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | -1.1% | -1.6% | +0.5% | -0.9% |
| 30D | -7.1% | +24.9% | -32.0% | -10.2% |
| 3M | -25.5% | -1.8% | -23.7% | -25.8% |
| 6M | -28.7% | +3.5% | -32.3% | -29.7% |
| YTD | -21.0% | -14.3% | -6.8% | -20.8% |
| 1Y | -11.9% | +13.6% | -25.5% | -15.0% |
| 3Y | -16.2% | +1,163.4% | -1,179.6% | -44.4% |
| 5Y | -22.4% | +22.9% | -45.3% | -39.2% |
| All | -0.8% | +2,580.4% | -2,581.1% | -57.8% |
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