+3,259.9%
CVNA vs TYL
+119.3%
+3,140.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +5.7% |
| 7D | +0.7% | -3.7% | +4.4% | +4.4% |
| 30D | +7.4% | +18.7% | -11.4% | -11.1% |
| 3M | +12.7% | +18.1% | -5.4% | -9.4% |
| 6M | +17.9% | -1.1% | +19.0% | +11.8% |
| YTD | -11.6% | -19.8% | +8.2% | +2.0% |
| 1Y | +0.8% | -34.3% | +35.1% | +43.3% |
| 3Y | +633.4% | -8.2% | +641.7% | +557.8% |
| 5Y | +13.5% | -25.4% | +38.9% | +46.5% |
| All | +3,259.9% | +119.3% | +3,140.6% | +1,986.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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