+256.2%
CVNA vs TEM
+53.2%
+203.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | -0.8% |
| 7D | -1.0% | -1.1% | +0.1% | -0.8% |
| 30D | -1.0% | +11.3% | -12.3% | -4.0% |
| 3M | +5.5% | +25.5% | -20.1% | -0.4% |
| 6M | +11.8% | +17.1% | -5.3% | +6.1% |
| YTD | -13.0% | +3.8% | -16.8% | -15.9% |
| 1Y | -2.1% | -24.4% | +22.2% | -0.7% |
| All | +256.2% | +53.2% | +203.0% | +228.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling