+591.6%
CVNA vs TSEM
+633.2%
-41.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.3% | -3.1% |
| 7D | -4.3% | +0.9% | -5.2% | -4.6% |
| 30D | -2.4% | -16.6% | +14.2% | +2.7% |
| 3M | +4.5% | -10.9% | +15.4% | +4.1% |
| 6M | +10.2% | +78.0% | -67.8% | -24.7% |
| YTD | -16.7% | +77.2% | -93.9% | -45.0% |
| 1Y | -3.8% | +207.6% | -211.3% | -54.0% |
| All | +591.6% | +633.2% | -41.6% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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