+27.1%
CVNA vs TAP
+2.6%
+24.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.6% | -4.4% |
| 7D | +2.4% | -4.5% | +7.0% | +4.3% |
| 30D | +14.6% | +7.5% | +7.1% | +11.3% |
| 3M | -1.5% | -4.9% | +3.3% | +0.2% |
| 6M | -6.3% | -3.5% | -2.8% | -5.6% |
| YTD | -13.5% | -11.4% | -2.1% | -10.8% |
| 1Y | +13.3% | -10.8% | +24.1% | +16.2% |
| 3Y | +1,150.8% | -24.5% | +1,175.2% | +1,243.0% |
| 5Y | +27.1% | +2.5% | +24.6% | +7.6% |
| All | +27.1% | +2.6% | +24.5% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling