+1,152.6%
CVNA vs TT
+94.8%
+1,057.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +0.2% |
| 7D | +5.9% | +1.7% | +4.2% | +4.5% |
| 30D | +19.7% | -11.8% | +31.5% | +30.2% |
| 3M | +7.6% | -12.6% | +20.2% | +17.7% |
| 6M | -2.2% | -9.4% | +7.2% | +3.3% |
| YTD | -9.6% | +8.8% | -18.5% | -20.3% |
| 1Y | +25.4% | -2.5% | +28.0% | +22.5% |
| 3Y | +1,152.6% | +95.7% | +1,057.0% | +520.5% |
| All | +1,152.6% | +94.8% | +1,057.8% | +520.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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