+25.2%
CVNA vs TTWO
-18.4%
+43.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +7.1% | +1.7% | +5.8% |
| 7D | +31.3% | +7.0% | +24.4% | +27.7% |
| 30D | +21.7% | +2.7% | +19.0% | +20.3% |
| 3M | +14.0% | -13.0% | +27.0% | +20.0% |
| 6M | +3.0% | -7.2% | +10.2% | +4.3% |
| YTD | -8.1% | -18.4% | +10.3% | -2.4% |
| 1Y | +25.2% | -17.2% | +42.4% | +32.6% |
| All | +25.2% | -18.4% | +43.6% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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