+3,015.3%
CVNA vs TNA
+20.3%
+2,995.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.3% |
| 7D | -7.3% | -7.3% | 0.0% | -2.8% |
| 30D | -4.6% | -14.2% | +9.6% | +5.0% |
| 3M | +2.0% | -4.6% | +6.5% | +4.5% |
| 6M | +11.7% | +36.9% | -25.2% | -11.2% |
| YTD | -18.1% | +42.5% | -60.6% | -37.3% |
| 1Y | -2.4% | +45.8% | -48.1% | -27.8% |
| 3Y | +580.6% | +104.7% | +475.9% | +260.1% |
| 5Y | +4.9% | -21.7% | +26.6% | +3.5% |
| All | +3,015.3% | +20.3% | +2,995.0% | +1,722.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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