+3,259.9%
CVNA vs TAP
-45.2%
+3,305.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +0.7% | -2.3% | +3.1% | +1.6% |
| 30D | +7.4% | -2.1% | +9.5% | +8.2% |
| 3M | +12.7% | +6.6% | +6.1% | +9.8% |
| 6M | +17.9% | -11.5% | +29.4% | +22.7% |
| YTD | -11.6% | -10.3% | -1.4% | -9.2% |
| 1Y | +0.8% | -14.4% | +15.1% | +5.1% |
| 3Y | +633.4% | -28.3% | +661.7% | +706.9% |
| 5Y | +13.5% | +1.7% | +11.8% | +7.9% |
| All | +3,259.9% | -45.2% | +3,305.1% | +2,471.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling