+1.0%
BA vs CVNA
+2,635.9%
-2,634.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -1.4% | -4.8% | +3.4% | -0.8% |
| 30D | -7.9% | +24.1% | -32.0% | -10.8% |
| 3M | -25.2% | +2.6% | -27.8% | -25.8% |
| 6M | -26.7% | -3.1% | -23.6% | -27.1% |
| YTD | -19.6% | -12.5% | -7.1% | -19.6% |
| 1Y | -10.6% | +13.0% | -23.6% | -13.8% |
| 3Y | -11.2% | +1,165.3% | -1,176.6% | -41.1% |
| 5Y | -20.4% | +29.0% | -49.5% | -38.2% |
| All | +1.0% | +2,635.9% | -2,634.9% | -57.2% |
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