-10.1%
BA vs CVNA
+1,015.0%
-1,025.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | +0.2% |
| 7D | +1.1% | +7.7% | -6.7% | -0.2% |
| 30D | -7.9% | +17.2% | -25.1% | -10.5% |
| 3M | -25.3% | +7.7% | -33.0% | -26.6% |
| 6M | -24.6% | -5.5% | -19.1% | -24.8% |
| YTD | -20.1% | -12.8% | -7.3% | -20.2% |
| 1Y | -11.8% | +26.8% | -38.5% | -17.0% |
| 3Y | -10.1% | +1,007.0% | -1,017.1% | -30.8% |
| All | -10.1% | +1,015.0% | -1,025.2% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling