+17.9%
CVNA vs TMUS
-15.7%
+33.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.0% | +1.2% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | +7.4% | +5.3% | +2.1% | +7.9% |
| 3M | +12.7% | +3.1% | +9.6% | +14.4% |
| 6M | +17.9% | -16.5% | +34.4% | +15.6% |
| All | +17.9% | -15.7% | +33.6% | +15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling