+25.2%
CVNA vs TEVA
+106.6%
-81.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +9.0% | +8.8% |
| 7D | +31.3% | +4.7% | +26.6% | +29.6% |
| 30D | +21.7% | +5.5% | +16.2% | +19.9% |
| 3M | +14.0% | +21.6% | -7.5% | +8.7% |
| 6M | +3.0% | +18.4% | -15.4% | -1.5% |
| YTD | -8.1% | +34.1% | -42.2% | -14.6% |
| 1Y | +25.2% | +104.5% | -79.4% | +15.3% |
| All | +25.2% | +106.6% | -81.4% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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