+1,591.1%
TSLA vs CVNA
+2,662.6%
-1,071.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.6% | -7.5% | -6.2% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | +10.1% | +7.4% | +2.8% | +8.3% |
| 3M | -15.4% | +12.7% | -28.1% | -17.9% |
| 6M | -12.8% | +17.9% | -30.7% | -16.6% |
| YTD | -21.3% | -11.6% | -9.6% | -21.0% |
| 1Y | +4.6% | +0.8% | +3.8% | +1.4% |
| 3Y | +44.5% | +633.4% | -588.9% | -10.9% |
| 5Y | +44.8% | +13.5% | +31.3% | -4.1% |
| All | +1,591.1% | +2,662.6% | -1,071.5% | +550.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling