+3,206.8%
CVNA vs TAP
-47.9%
+3,254.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.4% |
| 7D | -1.0% | -5.1% | +4.1% | +0.8% |
| 30D | -1.0% | -8.4% | +7.4% | +2.2% |
| 3M | +5.5% | -3.9% | +9.4% | +6.7% |
| 6M | +11.8% | -14.4% | +26.2% | +17.7% |
| YTD | -13.0% | -14.7% | +1.7% | -9.0% |
| 1Y | -2.1% | -18.7% | +16.6% | +4.0% |
| 3Y | +681.6% | -32.6% | +714.3% | +780.0% |
| 5Y | +11.6% | -1.4% | +13.0% | +7.3% |
| All | +3,206.8% | -47.9% | +3,254.7% | +2,477.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling