+136.4%
BAC vs CVNA
+675.5%
-539.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.7% |
| 7D | +0.6% | -1.0% | +1.6% | +0.7% |
| 30D | -1.4% | -1.0% | -0.4% | -1.4% |
| 3M | +15.7% | +5.5% | +10.3% | +14.3% |
| 6M | +32.2% | +11.8% | +20.4% | +29.0% |
| YTD | +15.8% | -13.0% | +28.8% | +16.0% |
| 1Y | +27.3% | -2.1% | +29.4% | +24.7% |
| All | +136.4% | +675.5% | -539.1% | +69.4% |
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