+364.6%
CVNA vs TXG
+21.5%
+343.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.5% | -2.4% |
| 7D | +3.5% | +9.4% | -5.9% | -1.6% |
| 30D | +5.5% | +26.1% | -20.6% | -8.1% |
| 3M | +7.6% | +124.8% | -117.2% | -34.3% |
| 6M | +17.6% | +215.2% | -197.6% | -43.4% |
| YTD | -11.5% | +302.2% | -313.7% | -63.6% |
| 1Y | +0.4% | +370.9% | -370.6% | -64.5% |
| 3Y | +695.6% | +38.5% | +657.1% | +414.4% |
| 5Y | +13.6% | -64.4% | +78.0% | +44.1% |
| All | +364.6% | +21.5% | +343.1% | +275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling