+3,206.8%
CVNA vs TSCO
+219.5%
+2,987.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | +1.0% |
| 7D | -1.0% | -2.5% | +1.5% | +0.9% |
| 30D | -1.0% | -1.1% | +0.1% | -0.2% |
| 3M | +5.5% | +14.3% | -8.8% | -5.4% |
| 6M | +11.8% | -31.9% | +43.7% | +47.6% |
| YTD | -13.0% | -30.7% | +17.7% | +10.8% |
| 1Y | -2.1% | -41.1% | +38.9% | +41.2% |
| 3Y | +681.6% | -17.1% | +698.8% | +711.4% |
| 5Y | +11.6% | -7.5% | +19.2% | +15.2% |
| All | +3,206.8% | +219.5% | +2,987.3% | +2,031.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling