+3,206.8%
CVNA vs TGT
+272.6%
+2,934.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | +0.6% |
| 7D | -1.0% | -3.6% | +2.6% | +1.7% |
| 30D | -1.0% | +4.4% | -5.4% | -4.6% |
| 3M | +5.5% | +25.4% | -19.9% | -11.9% |
| 6M | +11.8% | +33.4% | -21.6% | -11.7% |
| YTD | -13.0% | +65.6% | -78.6% | -42.5% |
| 1Y | -2.1% | +80.3% | -82.4% | -39.7% |
| 3Y | +681.6% | +42.1% | +639.5% | +415.9% |
| 5Y | +11.6% | -25.0% | +36.6% | +29.6% |
| All | +3,206.8% | +272.6% | +2,934.2% | +2,282.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling