+96.7%
BAC vs CVNA
+1,089.3%
-992.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.8% |
| 7D | +2.1% | +2.4% | -0.4% | +1.7% |
| 30D | -6.7% | +14.6% | -21.3% | -8.4% |
| 3M | -20.2% | -1.5% | -18.7% | -20.5% |
| 6M | -0.2% | -6.3% | +6.1% | -0.4% |
| YTD | -6.4% | -13.5% | +7.1% | -6.4% |
| 1Y | -3.1% | +13.3% | -16.4% | -6.6% |
| 3Y | +96.7% | +1,150.8% | -1,054.0% | +37.2% |
| All | +96.7% | +1,089.3% | -992.5% | +37.2% |
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