+3,015.3%
CVNA vs TKO
+894.2%
+2,121.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.8% |
| 7D | -7.3% | +2.3% | -9.6% | -8.3% |
| 30D | -4.6% | -2.5% | -2.1% | -3.4% |
| 3M | +2.0% | -10.6% | +12.6% | +6.8% |
| 6M | +11.7% | -5.1% | +16.8% | +13.6% |
| YTD | -18.1% | -8.2% | -9.8% | -15.5% |
| 1Y | -2.4% | -4.4% | +2.1% | -1.3% |
| 3Y | +580.6% | +100.4% | +480.2% | +400.0% |
| 5Y | +4.9% | +294.3% | -289.4% | -43.2% |
| All | +3,015.3% | +894.2% | +2,121.1% | +1,246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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