+3,015.3%
CVNA vs TEVA
+18.9%
+2,996.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.5% |
| 7D | -7.3% | +2.0% | -9.3% | -8.1% |
| 30D | -4.6% | +1.0% | -5.5% | -5.0% |
| 3M | +2.0% | +7.3% | -5.3% | -1.8% |
| 6M | +11.7% | +21.7% | -10.0% | +1.2% |
| YTD | -18.1% | +18.8% | -36.9% | -25.4% |
| 1Y | -2.4% | +86.5% | -88.9% | -28.9% |
| 3Y | +580.6% | +269.4% | +311.2% | +232.4% |
| 5Y | +4.9% | +303.6% | -298.7% | -49.7% |
| All | +3,015.3% | +18.9% | +2,996.4% | +2,042.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling