+695.6%
CVNA vs TMUS
+38.6%
+657.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.5% | -0.3% | +3.8% | +3.5% |
| 30D | +5.5% | +3.1% | +2.3% | +5.4% |
| 3M | +7.6% | +2.4% | +5.2% | +7.7% |
| 6M | +17.6% | -17.1% | +34.7% | +18.4% |
| YTD | -11.5% | -9.1% | -2.4% | -11.5% |
| 1Y | +0.4% | -23.6% | +24.0% | +3.9% |
| 3Y | +695.6% | +38.8% | +656.7% | +377.3% |
| All | +695.6% | +38.6% | +657.0% | +377.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling