+13.6%
CVNA vs TAP
+0.4%
+13.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +1.7% |
| 7D | +3.5% | -2.3% | +5.8% | +4.4% |
| 30D | +5.5% | -9.4% | +14.9% | +9.4% |
| 3M | +7.6% | -0.8% | +8.4% | +7.6% |
| 6M | +17.6% | -14.7% | +32.3% | +24.3% |
| YTD | -11.5% | -13.9% | +2.5% | -7.6% |
| 1Y | +0.4% | -18.6% | +19.0% | +7.0% |
| 3Y | +695.6% | -32.0% | +727.6% | +803.3% |
| All | +13.6% | +0.4% | +13.2% | +3.1% |
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