+3,015.3%
CVNA vs TMUS
+182.9%
+2,832.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -3.4% |
| 7D | -7.3% | +0.4% | -7.7% | -7.6% |
| 30D | -4.6% | +3.5% | -8.1% | -6.9% |
| 3M | +2.0% | -1.3% | +3.3% | +1.0% |
| 6M | +11.7% | -13.6% | +25.4% | +19.2% |
| YTD | -18.1% | -8.8% | -9.3% | -17.5% |
| 1Y | -2.4% | -22.9% | +20.5% | +10.1% |
| 3Y | +580.6% | +36.7% | +543.9% | +346.8% |
| 5Y | +4.9% | +46.6% | -41.7% | -34.6% |
| All | +3,015.3% | +182.9% | +2,832.4% | +1,184.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling