+13.6%
CVNA vs TLN
+1.6%
+12.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +4.9% | +2.8% |
| 7D | -1.6% | +11.0% | -12.7% | -4.1% |
| 30D | +24.9% | +4.9% | +20.0% | +22.7% |
| 3M | -1.8% | +4.9% | -6.7% | -3.9% |
| 6M | +3.5% | +7.1% | -3.6% | -0.8% |
| YTD | -14.3% | +0.3% | -14.6% | -18.0% |
| 1Y | +13.6% | +5.9% | +7.7% | +5.6% |
| All | +13.6% | +1.6% | +12.0% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling