+233.5%
BAC vs CVNA
+2,662.6%
-2,429.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.2% |
| 7D | +1.1% | +0.7% | +0.3% | +1.0% |
| 30D | -0.4% | +7.4% | -7.8% | -1.1% |
| 3M | +16.9% | +12.7% | +4.2% | +15.2% |
| 6M | +26.6% | +17.9% | +8.7% | +24.0% |
| YTD | +15.8% | -11.6% | +27.4% | +15.9% |
| 1Y | +27.2% | +0.8% | +26.4% | +25.2% |
| 3Y | +132.4% | +633.4% | -501.0% | +87.9% |
| 5Y | +72.6% | +13.5% | +59.1% | +48.6% |
| All | +233.5% | +2,662.6% | -2,429.1% | +86.3% |
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