+25.2%
CVNA vs TMUS
-20.4%
+45.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.1% | +5.7% | +9.3% |
| 7D | +31.3% | +7.5% | +23.9% | +33.3% |
| 30D | +21.7% | -3.3% | +25.0% | +21.4% |
| 3M | +14.0% | -9.7% | +23.7% | +12.2% |
| 6M | +3.0% | -17.2% | +20.2% | -2.3% |
| YTD | -8.1% | -20.3% | +12.2% | -12.0% |
| 1Y | +25.2% | -21.2% | +46.4% | +17.8% |
| All | +25.2% | -20.4% | +45.6% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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