-12.3%
BA vs CVNA
+7.4%
-19.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.0% |
| 7D | -0.6% | -1.7% | +1.2% | -0.3% |
| 30D | -8.0% | +17.3% | -25.3% | -10.9% |
| 3M | -25.8% | -2.3% | -23.5% | -25.8% |
| 6M | -27.6% | -3.9% | -23.7% | -28.1% |
| YTD | -21.0% | -16.1% | -4.9% | -21.7% |
| 1Y | -12.3% | +7.9% | -20.2% | -18.8% |
| All | -12.3% | +7.4% | -19.7% | -18.8% |
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 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