+13.0%
CVNA vs TMUS
-15.5%
+28.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.7% | +1.5% |
| 7D | -4.8% | +8.2% | -12.9% | -3.3% |
| 30D | +24.1% | +13.4% | +10.8% | +27.6% |
| 3M | +2.6% | -3.0% | +5.6% | +1.9% |
| 6M | -3.1% | -8.8% | +5.7% | -6.4% |
| YTD | -12.5% | -13.8% | +1.4% | -16.6% |
| 1Y | +13.0% | -17.1% | +30.1% | +3.3% |
| All | +13.0% | -15.5% | +28.5% | +3.3% |
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