+523.3%
CVNA vs TW
+211.4%
+311.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +2.6% |
| 7D | +3.5% | -3.5% | +7.0% | +6.2% |
| 30D | +5.5% | +0.5% | +5.0% | +4.6% |
| 3M | +7.6% | +4.9% | +2.6% | +1.6% |
| 6M | +17.6% | -17.1% | +34.7% | +33.0% |
| YTD | -11.5% | -3.9% | -7.6% | -13.2% |
| 1Y | +0.4% | -13.3% | +13.6% | +6.4% |
| 3Y | +695.6% | +20.9% | +674.7% | +451.8% |
| 5Y | +13.6% | +20.5% | -6.9% | -19.9% |
| All | +523.3% | +211.4% | +311.9% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling