+1,763.7%
TSLA vs CVNA
+2,580.4%
-816.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.2% |
| 7D | +8.9% | -1.6% | +10.6% | +9.2% |
| 30D | +6.3% | +24.9% | -18.6% | +1.3% |
| 3M | +14.8% | -1.8% | +16.6% | +14.2% |
| 6M | -12.4% | +3.5% | -15.9% | -14.2% |
| YTD | -13.2% | -14.3% | +1.0% | -12.9% |
| 1Y | -2.9% | +13.6% | -16.5% | -8.2% |
| 3Y | +74.4% | +1,163.4% | -1,089.0% | -2.6% |
| 5Y | +13.3% | +22.9% | -9.6% | -26.7% |
| All | +1,763.7% | +2,580.4% | -816.7% | +617.3% |
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