+3,159.9%
CVNA vs TECH
+188.1%
+2,971.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | -1.6% | +0.1% | -1.8% | -1.7% |
| 30D | +24.9% | +0.5% | +24.3% | +24.4% |
| 3M | -1.8% | +1.1% | -2.9% | -2.6% |
| 6M | +3.5% | +62.8% | -59.3% | -32.6% |
| YTD | -14.3% | +24.5% | -38.7% | -33.8% |
| 1Y | +13.6% | +20.6% | -7.1% | -10.7% |
| 3Y | +1,163.4% | +29.5% | +1,134.0% | +681.3% |
| 5Y | +22.9% | -40.9% | +63.8% | +83.8% |
| All | +3,159.9% | +188.1% | +2,971.8% | +1,247.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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