+22.8%
BA vs CVNA
+2,662.6%
-2,639.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | +1.2% | +0.7% | +0.4% | +1.1% |
| 30D | -11.6% | +7.4% | -19.0% | -12.6% |
| 3M | -2.4% | +12.7% | -15.1% | -4.4% |
| 6M | -6.6% | +17.9% | -24.6% | -9.4% |
| YTD | -2.2% | -11.6% | +9.4% | -2.0% |
| 1Y | -8.0% | +0.8% | -8.8% | -10.0% |
| 3Y | -5.0% | +633.4% | -638.4% | -32.6% |
| 5Y | -2.7% | +13.5% | -16.2% | -22.1% |
| All | +22.8% | +2,662.6% | -2,639.8% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling