+241.0%
CVNA vs TEM
+46.9%
+194.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.1% | -3.4% |
| 7D | -4.3% | -9.2% | +4.9% | -2.4% |
| 30D | -2.4% | +5.5% | -7.9% | -4.3% |
| 3M | +4.5% | +18.7% | -14.2% | -0.2% |
| 6M | +10.2% | +15.4% | -5.2% | +5.0% |
| YTD | -16.7% | -0.5% | -16.2% | -18.8% |
| 1Y | -3.8% | -24.8% | +21.1% | -2.1% |
| All | +241.0% | +46.9% | +194.1% | +216.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling