+3,015.3%
CVNA vs TGT
+268.6%
+2,746.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -7.3% | -5.2% | -2.0% | -3.5% |
| 30D | -4.6% | +1.2% | -5.8% | -5.8% |
| 3M | +2.0% | +18.4% | -16.4% | -11.0% |
| 6M | +11.7% | +33.4% | -21.7% | -11.8% |
| YTD | -18.1% | +63.8% | -81.9% | -45.4% |
| 1Y | -2.4% | +77.2% | -79.5% | -39.0% |
| 3Y | +580.6% | +41.8% | +538.8% | +349.9% |
| 5Y | +4.9% | -25.5% | +30.4% | +22.6% |
| All | +3,015.3% | +268.6% | +2,746.7% | +2,163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling