-2.4%
CVNA vs TSN
-1.7%
-0.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | -7.3% | +3.0% | -10.3% | -7.6% |
| 30D | -4.6% | -4.2% | -0.4% | -4.0% |
| 3M | +2.0% | -3.9% | +5.9% | +2.5% |
| 6M | +11.7% | -9.8% | +21.6% | +11.9% |
| YTD | -18.1% | -7.3% | -10.8% | -16.6% |
| 1Y | -2.4% | -2.2% | -0.2% | -2.2% |
| All | -2.4% | -1.7% | -0.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling