+3.7%
BABA vs CVNA
+2,667.4%
-2,663.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.2% | +3.5% | -3.7% | -0.5% |
| 30D | -12.3% | +5.5% | -17.7% | -12.9% |
| 3M | -5.3% | +7.6% | -12.9% | -6.5% |
| 6M | -13.1% | +17.6% | -30.7% | -15.2% |
| YTD | -22.4% | -11.5% | -11.0% | -22.4% |
| 1Y | -19.5% | +0.4% | -19.9% | -21.0% |
| 3Y | +32.9% | +695.6% | -662.6% | -1.5% |
| 5Y | -29.9% | +13.6% | -43.5% | -44.8% |
| All | +3.7% | +2,667.4% | -2,663.8% | -44.9% |
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