-31.3%
BABA vs CVNA
+13.0%
-44.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | -4.8% | +0.7% | -5.5% | -4.8% |
| 30D | -11.9% | +7.4% | -19.3% | -12.6% |
| 3M | -9.3% | +12.7% | -22.0% | -10.7% |
| 6M | -14.2% | +17.9% | -32.2% | -16.3% |
| YTD | -22.0% | -11.6% | -10.4% | -22.0% |
| 1Y | -12.7% | +0.8% | -13.5% | -14.2% |
| 3Y | +26.7% | +633.4% | -606.8% | -2.8% |
| All | -31.3% | +13.0% | -44.3% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling