+591.6%
CVNA vs TW
+20.3%
+571.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | -4.3% | -2.7% | -1.6% | -3.7% |
| 30D | -2.4% | -1.7% | -0.6% | -2.1% |
| 3M | +4.5% | +1.6% | +2.9% | +4.1% |
| 6M | +10.2% | -17.7% | +27.9% | +15.4% |
| YTD | -16.7% | -4.3% | -12.4% | -16.2% |
| 1Y | -3.8% | -13.1% | +9.3% | -0.4% |
| All | +591.6% | +20.3% | +571.3% | +524.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling