+3,065.8%
CVNA vs TTWO
+242.5%
+2,823.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.8% | -7.0% | -6.3% |
| 7D | -4.3% | +1.3% | -5.6% | -5.3% |
| 30D | -2.4% | -13.4% | +11.0% | +7.7% |
| 3M | +4.5% | +3.1% | +1.4% | +0.8% |
| 6M | +10.2% | +3.8% | +6.5% | +4.4% |
| YTD | -16.7% | -15.3% | -1.5% | -8.5% |
| 1Y | -3.8% | -11.1% | +7.3% | +1.3% |
| 3Y | +648.3% | +52.0% | +596.3% | +410.3% |
| 5Y | +6.6% | +40.9% | -34.4% | -20.9% |
| All | +3,065.8% | +242.5% | +2,823.2% | +1,849.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling