+0.3%
BA vs CVNA
+2,624.8%
-2,624.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | +0.2% |
| 7D | +1.1% | +7.7% | -6.7% | 0.0% |
| 30D | -7.9% | +17.2% | -25.1% | -10.2% |
| 3M | -25.3% | +7.7% | -33.0% | -26.5% |
| 6M | -24.6% | -5.5% | -19.1% | -24.7% |
| YTD | -20.1% | -12.8% | -7.3% | -20.0% |
| 1Y | -11.8% | +26.8% | -38.5% | -16.2% |
| 3Y | -10.1% | +1,007.0% | -1,017.1% | -39.4% |
| 5Y | -22.7% | +23.5% | -46.2% | -39.5% |
| All | +0.3% | +2,624.8% | -2,624.5% | -57.4% |
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