+3,189.2%
CVNA vs TMUS
+162.3%
+3,026.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.5% | -4.4% |
| 7D | +2.4% | +9.5% | -7.1% | -2.8% |
| 30D | +14.6% | +13.8% | +0.8% | +5.5% |
| 3M | -1.5% | -4.6% | +3.0% | -0.9% |
| 6M | -6.3% | -11.7% | +5.4% | -2.7% |
| YTD | -13.5% | -15.4% | +1.9% | -10.5% |
| 1Y | +13.3% | -16.1% | +29.4% | +17.4% |
| 3Y | +1,150.8% | +20.5% | +1,130.3% | +780.5% |
| 5Y | +27.1% | +48.7% | -21.7% | -23.6% |
| All | +3,189.2% | +162.3% | +3,026.9% | +1,294.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling