+591.6%
CVNA vs TXG
+39.1%
+552.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.8% |
| 7D | -4.3% | +5.0% | -9.3% | -5.9% |
| 30D | -2.4% | +13.5% | -15.9% | -6.6% |
| 3M | +4.5% | +128.0% | -123.5% | -21.7% |
| 6M | +10.2% | +224.4% | -214.2% | -28.4% |
| YTD | -16.7% | +307.0% | -323.7% | -50.2% |
| 1Y | -3.8% | +427.2% | -431.0% | -48.9% |
| All | +591.6% | +39.1% | +552.5% | +608.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling