+13.6%
CVNA vs TMUS
+41.9%
-28.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | +5.5% | +3.1% | +2.3% | +3.9% |
| 3M | +7.6% | +2.4% | +5.2% | +5.1% |
| 6M | +17.6% | -17.1% | +34.7% | +26.9% |
| YTD | -11.5% | -9.1% | -2.4% | -10.6% |
| 1Y | +0.4% | -23.6% | +24.0% | +12.9% |
| 3Y | +695.6% | +38.8% | +656.7% | +369.7% |
| 5Y | +13.6% | +43.0% | -29.4% | -39.7% |
| All | +13.6% | +41.9% | -28.3% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling