+0.7%
BABA vs CVNA
+2,624.8%
-2,624.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.1% |
| 7D | +11.6% | +7.7% | +3.9% | +10.7% |
| 30D | +2.3% | +17.2% | -14.9% | +0.3% |
| 3M | -13.7% | +7.7% | -21.3% | -14.8% |
| 6M | -21.9% | -5.5% | -16.4% | -22.2% |
| YTD | -24.6% | -12.8% | -11.8% | -24.8% |
| 1Y | -34.1% | +26.8% | -60.9% | -36.9% |
| 3Y | +36.3% | +1,007.0% | -970.7% | -2.3% |
| 5Y | -26.7% | +23.5% | -50.2% | -43.1% |
| All | +0.7% | +2,624.8% | -2,624.1% | -46.6% |
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