+3,159.9%
CVNA vs TMUS
+163.7%
+2,996.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.5% |
| 7D | -1.6% | +4.9% | -6.5% | -4.3% |
| 30D | +24.9% | +7.7% | +17.2% | +19.0% |
| 3M | -1.8% | -6.8% | +5.0% | +0.4% |
| 6M | +3.5% | -9.7% | +13.2% | +5.9% |
| YTD | -14.3% | -15.0% | +0.7% | -11.5% |
| 1Y | +13.6% | -19.1% | +32.7% | +21.1% |
| 3Y | +1,163.4% | +21.4% | +1,142.0% | +784.7% |
| 5Y | +22.9% | +51.2% | -28.3% | -27.0% |
| All | +3,159.9% | +163.7% | +2,996.2% | +1,278.1% |
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