+2,141.1%
CVNA vs TLN
+571.8%
+1,569.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.7% | -3.1% |
| 7D | -4.3% | +2.0% | -6.3% | -5.1% |
| 30D | -2.4% | -12.9% | +10.6% | +3.7% |
| 3M | +4.5% | -7.4% | +11.9% | +5.9% |
| 6M | +10.2% | -6.0% | +16.3% | +9.0% |
| YTD | -16.7% | -16.9% | +0.2% | -14.2% |
| 1Y | -3.8% | -22.6% | +18.9% | +2.3% |
| 3Y | +648.3% | +469.0% | +179.3% | +60.8% |
| All | +2,141.1% | +571.8% | +1,569.3% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TLN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling