+21.9%
BABA vs CVNA
+1,152.5%
-1,130.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.2% |
| 7D | -13.8% | -1.6% | -12.1% | -13.6% |
| 30D | -15.1% | +24.9% | -40.0% | -16.9% |
| 3M | -22.7% | -1.8% | -20.9% | -22.9% |
| 6M | -34.7% | +3.5% | -38.2% | -35.4% |
| YTD | -35.0% | -14.3% | -20.8% | -35.1% |
| 1Y | -40.4% | +13.6% | -54.0% | -42.1% |
| 3Y | +21.9% | +1,163.4% | -1,141.5% | -8.7% |
| All | +21.9% | +1,152.5% | -1,130.6% | -8.7% |
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 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