+25.2%
CVNA vs TPR
+20.9%
+4.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.3% | +7.5% |
| 7D | +31.3% | +12.6% | +18.7% | +26.4% |
| 30D | +21.7% | +7.1% | +14.6% | +18.8% |
| 3M | +14.0% | -19.4% | +33.4% | +20.2% |
| 6M | +3.0% | -9.7% | +12.7% | +2.3% |
| YTD | -8.1% | -1.0% | -7.1% | -11.5% |
| 1Y | +25.2% | +19.3% | +5.9% | +8.3% |
| All | +25.2% | +20.9% | +4.3% | +8.3% |
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