+683.0%
CVNA vs TPR
+308.4%
+374.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.7% | -2.3% | +3.0% | +2.1% |
| 30D | +7.4% | -23.0% | +30.3% | +22.8% |
| 3M | +12.7% | -12.5% | +25.2% | +18.6% |
| 6M | +17.9% | -21.4% | +39.4% | +30.9% |
| YTD | -11.6% | -3.5% | -8.1% | -15.2% |
| 1Y | +0.8% | +17.4% | -16.6% | -16.6% |
| All | +683.0% | +308.4% | +374.6% | +79.3% |
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