+3,015.3%
CVNA vs TTWO
+240.2%
+2,775.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.1% |
| 7D | -7.3% | +0.4% | -7.6% | -7.6% |
| 30D | -4.6% | -11.3% | +6.7% | +3.6% |
| 3M | +2.0% | +1.6% | +0.4% | -0.5% |
| 6M | +11.7% | +2.1% | +9.7% | +7.1% |
| YTD | -18.1% | -15.8% | -2.2% | -9.5% |
| 1Y | -2.4% | -12.6% | +10.2% | +4.1% |
| 3Y | +580.6% | +48.2% | +532.4% | +372.7% |
| 5Y | +4.9% | +40.0% | -35.1% | -21.7% |
| All | +3,015.3% | +240.2% | +2,775.1% | +1,828.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling