+3,206.8%
CVNA vs TPR
+266.9%
+2,939.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | +0.3% |
| 7D | -1.0% | -7.3% | +6.3% | +3.8% |
| 30D | -1.0% | -30.7% | +29.7% | +22.5% |
| 3M | +5.5% | -21.6% | +27.1% | +20.1% |
| 6M | +11.8% | -21.3% | +33.1% | +25.1% |
| YTD | -13.0% | -10.2% | -2.9% | -11.7% |
| 1Y | -2.1% | +9.5% | -11.6% | -13.6% |
| 3Y | +681.6% | +280.8% | +400.8% | +192.2% |
| 5Y | +11.6% | +218.7% | -207.1% | -50.9% |
| All | +3,206.8% | +266.9% | +2,939.9% | +1,160.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling