+1,007.0%
CVNA vs TPR
+407.4%
+599.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.6% |
| 7D | +7.7% | +14.2% | -6.5% | -0.3% |
| 30D | +17.2% | +17.1% | +0.1% | +7.2% |
| 3M | +7.7% | -17.7% | +25.4% | +17.5% |
| 6M | -5.5% | -10.2% | +4.6% | -3.6% |
| YTD | -12.8% | +4.9% | -17.7% | -20.3% |
| 1Y | +26.8% | +36.1% | -9.3% | -2.9% |
| 3Y | +1,007.0% | +416.5% | +590.5% | +87.3% |
| All | +1,007.0% | +407.4% | +599.6% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling