+232.8%
BAC vs CVNA
+2,503.0%
-2,270.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.2% |
| 7D | -0.3% | -4.3% | +4.0% | +0.1% |
| 30D | -1.8% | -2.4% | +0.6% | -1.7% |
| 3M | +15.3% | +4.5% | +10.8% | +14.4% |
| 6M | +30.2% | +10.2% | +19.9% | +28.2% |
| YTD | +15.6% | -16.7% | +32.3% | +16.2% |
| 1Y | +27.5% | -3.8% | +31.2% | +26.0% |
| 3Y | +137.0% | +648.3% | -511.3% | +91.4% |
| 5Y | +75.6% | +6.6% | +69.0% | +52.0% |
| All | +232.8% | +2,503.0% | -2,270.1% | +86.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling