+330.0%
CVNA vs TXG
+27.0%
+303.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -3.4% |
| 7D | -7.3% | +9.5% | -16.8% | -12.0% |
| 30D | -4.6% | +18.8% | -23.4% | -13.8% |
| 3M | +2.0% | +136.1% | -134.1% | -39.4% |
| 6M | +11.7% | +235.2% | -223.5% | -48.1% |
| YTD | -18.1% | +320.5% | -338.6% | -67.1% |
| 1Y | -2.4% | +425.2% | -427.6% | -67.5% |
| 3Y | +580.6% | +42.9% | +537.7% | +332.9% |
| 5Y | +4.9% | -62.8% | +67.7% | +29.8% |
| All | +330.0% | +27.0% | +303.0% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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