+1,189.6%
CVNA vs TOST
+142.2%
+1,047.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.8% |
| 7D | -4.8% | -3.6% | -1.2% | -2.9% |
| 30D | +24.1% | +8.9% | +15.3% | +18.6% |
| 3M | +2.6% | -2.2% | +4.8% | +3.4% |
| 6M | -3.1% | +41.0% | -44.1% | -20.1% |
| YTD | -12.5% | -4.0% | -8.5% | -13.0% |
| 1Y | +13.0% | -9.6% | +22.6% | +15.6% |
| All | +1,189.6% | +142.2% | +1,047.4% | +466.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 3y: compounded portfolio wealth divided by compounded TOST 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…
3y analysis · Full analysis span regression · 6 months rolling