+25.2%
CVNA vs TEM
-11.1%
+36.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.8% | +11.6% | +9.6% |
| 7D | +31.3% | -1.3% | +32.7% | +31.6% |
| 30D | +21.7% | -9.5% | +31.2% | +24.0% |
| 3M | +14.0% | +60.7% | -46.7% | -6.5% |
| 6M | +3.0% | +35.5% | -32.5% | -11.3% |
| YTD | -8.1% | +28.0% | -36.2% | -21.3% |
| 1Y | +25.2% | -10.5% | +35.7% | +28.8% |
| All | +25.2% | -11.1% | +36.3% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling