-13.4%
TLT vs CVNA
+2,461.5%
-2,474.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | -1.6% | -7.3% | +5.6% | -1.6% |
| 30D | -1.1% | -4.6% | +3.4% | -1.1% |
| 3M | -4.9% | +2.0% | -6.8% | -4.9% |
| 6M | -5.0% | +11.7% | -16.8% | -5.2% |
| YTD | -4.4% | -18.1% | +13.7% | -4.3% |
| 1Y | -6.4% | -2.4% | -4.0% | -6.5% |
| 3Y | -2.0% | +580.6% | -582.6% | -4.4% |
| 5Y | -35.0% | +4.9% | -39.9% | -38.8% |
| All | -13.4% | +2,461.5% | -2,474.9% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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