+3,206.8%
CVNA vs TSN
+3.6%
+3,203.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.2% |
| 7D | -1.0% | -7.3% | +6.3% | +2.7% |
| 30D | -1.0% | -8.6% | +7.6% | +3.5% |
| 3M | +5.5% | -7.5% | +13.0% | +9.1% |
| 6M | +11.8% | -14.1% | +25.9% | +19.1% |
| YTD | -13.0% | -9.4% | -3.6% | -10.1% |
| 1Y | -2.1% | -4.1% | +2.0% | -2.6% |
| 3Y | +681.6% | +10.3% | +671.3% | +589.3% |
| 5Y | +11.6% | -19.7% | +31.4% | +19.8% |
| All | +3,206.8% | +3.6% | +3,203.1% | +2,599.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling