+3,015.3%
CVNA vs TSCO
+210.2%
+2,805.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.4% |
| 7D | -7.3% | -5.7% | -1.6% | -3.1% |
| 30D | -4.6% | -8.8% | +4.2% | +2.5% |
| 3M | +2.0% | +6.3% | -4.4% | -3.1% |
| 6M | +11.7% | -32.3% | +44.0% | +48.0% |
| YTD | -18.1% | -32.7% | +14.6% | +6.8% |
| 1Y | -2.4% | -43.7% | +41.3% | +46.2% |
| 3Y | +580.6% | -19.7% | +600.2% | +623.7% |
| 5Y | +4.9% | -11.6% | +16.5% | +11.8% |
| All | +3,015.3% | +210.2% | +2,805.2% | +1,954.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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