-35.1%
TLT vs CVNA
+5.9%
-41.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -1.1% |
| 7D | -1.6% | -4.3% | +2.7% | -1.5% |
| 30D | -1.3% | -2.4% | +1.0% | -1.3% |
| 3M | -3.7% | +4.5% | -8.2% | -3.9% |
| 6M | -6.4% | +10.2% | -16.6% | -6.7% |
| YTD | -4.5% | -16.7% | +12.3% | -4.4% |
| 1Y | -5.9% | -3.8% | -2.1% | -6.1% |
| 3Y | -2.8% | +648.3% | -651.1% | -8.2% |
| 5Y | -35.1% | +6.6% | -41.6% | -39.6% |
| All | -35.1% | +5.9% | -41.0% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling