+695.6%
CVNA vs TLN
+494.5%
+201.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.0% |
| 7D | +3.5% | +10.9% | -7.4% | -0.8% |
| 30D | +5.5% | -6.3% | +11.8% | +8.1% |
| 3M | +7.6% | -10.7% | +18.3% | +10.7% |
| 6M | +17.6% | +1.6% | +16.0% | +12.7% |
| YTD | -11.5% | -13.1% | +1.6% | -10.5% |
| 1Y | +0.4% | -15.1% | +15.4% | +2.0% |
| 3Y | +695.6% | +495.0% | +200.6% | +276.5% |
| All | +695.6% | +494.5% | +201.1% | +276.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling