-3.0%
BABA vs CVNA
+2,724.4%
-2,727.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.4% | -4.1% |
| 7D | +3.8% | +5.9% | -2.1% | +3.1% |
| 30D | -5.4% | +19.7% | -25.0% | -7.4% |
| 3M | -17.9% | +7.6% | -25.6% | -19.0% |
| 6M | -24.1% | -2.2% | -21.9% | -24.6% |
| YTD | -27.4% | -9.6% | -17.8% | -27.9% |
| 1Y | -36.1% | +25.4% | -61.5% | -38.7% |
| 3Y | +35.4% | +1,152.6% | -1,117.3% | -4.2% |
| 5Y | -30.1% | +28.9% | -59.0% | -45.9% |
| All | -3.0% | +2,724.4% | -2,727.5% | -48.7% |
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