+3,259.9%
CVNA vs TMUS
+181.6%
+3,078.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.0% | +3.7% |
| 7D | +0.7% | +0.1% | +0.7% | +0.6% |
| 30D | +7.4% | +5.3% | +2.1% | +3.5% |
| 3M | +12.7% | +3.1% | +9.6% | +8.4% |
| 6M | +17.9% | -16.5% | +34.4% | +28.7% |
| YTD | -11.6% | -9.2% | -2.5% | -10.8% |
| 1Y | +0.8% | -26.5% | +27.2% | +17.7% |
| 3Y | +633.4% | +39.0% | +594.4% | +373.9% |
| 5Y | +13.5% | +40.4% | -26.9% | -26.8% |
| All | +3,259.9% | +181.6% | +3,078.3% | +1,290.4% |
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