+3,065.8%
CVNA vs TDY
+340.8%
+2,725.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.5% |
| 7D | -4.3% | -1.9% | -2.4% | -2.5% |
| 30D | -2.4% | -12.5% | +10.1% | +11.0% |
| 3M | +4.5% | -0.8% | +5.3% | +4.3% |
| 6M | +10.2% | -9.0% | +19.2% | +19.7% |
| YTD | -16.7% | +16.8% | -33.5% | -31.3% |
| 1Y | -3.8% | +9.5% | -13.2% | -16.1% |
| 3Y | +648.3% | +45.4% | +602.9% | +391.2% |
| 5Y | +6.6% | +37.8% | -31.2% | -20.3% |
| All | +3,065.8% | +340.8% | +2,725.0% | +1,318.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling