+3,015.3%
CVNA vs TECK
+260.0%
+2,755.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | -7.3% | -3.8% | -3.4% | -5.7% |
| 30D | -4.6% | +0.7% | -5.3% | -5.1% |
| 3M | +2.0% | +4.6% | -2.6% | -1.4% |
| 6M | +11.7% | +25.1% | -13.4% | -1.6% |
| YTD | -18.1% | +39.2% | -57.2% | -31.9% |
| 1Y | -2.4% | +60.3% | -62.7% | -24.2% |
| 3Y | +580.6% | +62.9% | +517.7% | +414.1% |
| 5Y | +4.9% | +181.5% | -176.6% | -39.3% |
| All | +3,015.3% | +260.0% | +2,755.3% | +1,308.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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