+294.7%
CVNA vs TE
-52.9%
+347.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.8% |
| 7D | -7.3% | +0.2% | -7.5% | -7.5% |
| 30D | -4.6% | -5.9% | +1.3% | -3.6% |
| 3M | +2.0% | -45.6% | +47.5% | +13.8% |
| 6M | +11.7% | -43.4% | +55.1% | +14.4% |
| YTD | -18.1% | -31.0% | +12.9% | -24.0% |
| 1Y | -2.4% | +145.2% | -147.6% | -45.3% |
| 3Y | +580.6% | -24.1% | +604.6% | +365.9% |
| 5Y | +4.9% | -48.1% | +53.0% | -6.3% |
| All | +294.7% | -52.9% | +347.6% | +285.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling