+3,206.8%
CVNA vs TECK
+281.1%
+2,925.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.7% |
| 7D | -1.0% | +4.9% | -5.9% | -3.2% |
| 30D | -1.0% | +5.2% | -6.2% | -3.4% |
| 3M | +5.5% | +13.8% | -8.3% | -1.9% |
| 6M | +11.8% | +38.5% | -26.7% | -6.1% |
| YTD | -13.0% | +47.3% | -60.4% | -29.6% |
| 1Y | -2.1% | +81.0% | -83.1% | -28.2% |
| 3Y | +681.6% | +79.9% | +601.8% | +465.9% |
| 5Y | +11.6% | +207.9% | -196.2% | -37.8% |
| All | +3,206.8% | +281.1% | +2,925.7% | +1,357.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling