+2,240.9%
CVNA vs TLN
+589.3%
+1,651.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.9% |
| 7D | -1.0% | +5.8% | -6.9% | -3.5% |
| 30D | -1.0% | -6.9% | +5.8% | +1.9% |
| 3M | +5.5% | -10.9% | +16.3% | +8.7% |
| 6M | +11.8% | -4.6% | +16.4% | +9.9% |
| YTD | -13.0% | -14.7% | +1.7% | -11.4% |
| 1Y | -2.1% | -17.9% | +15.8% | +1.0% |
| 3Y | +681.6% | +483.9% | +197.8% | +66.0% |
| All | +2,240.9% | +589.3% | +1,651.6% | +160.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling