+476.9%
CVNA vs TW
+206.7%
+270.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.8% |
| 7D | -7.3% | -4.5% | -2.8% | -3.9% |
| 30D | -4.6% | -2.3% | -2.3% | -3.2% |
| 3M | +2.0% | +2.6% | -0.6% | -1.8% |
| 6M | +11.7% | -17.5% | +29.3% | +26.8% |
| YTD | -18.1% | -5.3% | -12.8% | -18.6% |
| 1Y | -2.4% | -14.8% | +12.4% | +5.1% |
| 3Y | +580.6% | +18.8% | +561.7% | +378.8% |
| 5Y | +4.9% | +20.7% | -15.8% | -26.1% |
| All | +476.9% | +206.7% | +270.2% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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