+1,645.3%
TSLA vs CVNA
+2,461.5%
-816.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | +3.2% | -7.3% | +10.5% | +4.7% |
| 30D | +11.6% | -4.6% | +16.2% | +12.3% |
| 3M | -8.4% | +2.0% | -10.4% | -9.5% |
| 6M | -10.4% | +11.7% | -22.1% | -13.4% |
| YTD | -18.7% | -18.1% | -0.7% | -17.2% |
| 1Y | -0.9% | -2.4% | +1.5% | -3.3% |
| 3Y | +33.6% | +580.6% | -547.0% | -16.4% |
| 5Y | +48.9% | +4.9% | +44.0% | +0.1% |
| All | +1,645.3% | +2,461.5% | -816.1% | +581.8% |
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