+2,255.5%
CVNA vs TLN
+716.6%
+1,538.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | -0.8% |
| 7D | -4.8% | +15.9% | -20.6% | -10.4% |
| 30D | +24.1% | -0.3% | +24.4% | +23.1% |
| 3M | +2.6% | +5.8% | -3.2% | -1.7% |
| 6M | -3.1% | -1.2% | -1.9% | -6.3% |
| YTD | -12.5% | +1.0% | -13.5% | -18.7% |
| 1Y | +13.0% | +1.1% | +11.9% | +4.6% |
| 3Y | +1,165.3% | +591.7% | +573.6% | +141.0% |
| All | +2,255.5% | +716.6% | +1,538.9% | +139.5% |
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 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