-2.4%
CVNA vs TGT
+78.4%
-80.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -7.3% | -5.2% | -2.0% | -5.4% |
| 30D | -4.6% | +1.2% | -5.8% | -5.4% |
| 3M | +2.0% | +18.4% | -16.4% | -4.6% |
| 6M | +11.7% | +33.4% | -21.7% | -1.3% |
| YTD | -18.1% | +63.8% | -81.9% | -35.1% |
| 1Y | -2.4% | +77.2% | -79.5% | -28.0% |
| All | -2.4% | +78.4% | -80.8% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling