+0.8%
CVNA vs TPR
+18.2%
-17.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +0.7% | -2.7% | +3.4% | +1.6% |
| 30D | +7.4% | -23.3% | +30.6% | +16.2% |
| 3M | +12.7% | -12.8% | +25.5% | +15.7% |
| 6M | +17.9% | -21.7% | +39.7% | +25.0% |
| YTD | -11.6% | -3.9% | -7.8% | -14.1% |
| 1Y | +0.8% | +16.9% | -16.2% | -9.6% |
| All | +0.8% | +18.2% | -17.4% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling