+580.6%
CVNA vs TDY
+46.9%
+533.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.6% |
| 7D | -7.3% | -1.1% | -6.2% | -6.4% |
| 30D | -4.6% | -12.0% | +7.5% | +6.2% |
| 3M | +2.0% | -3.2% | +5.2% | +4.1% |
| 6M | +11.7% | -7.9% | +19.6% | +18.9% |
| YTD | -18.1% | +18.2% | -36.3% | -32.9% |
| 1Y | -2.4% | +6.7% | -9.0% | -11.4% |
| 3Y | +580.6% | +47.5% | +533.0% | +299.6% |
| All | +580.6% | +46.9% | +533.7% | +299.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling