+3,065.8%
CVNA vs EAT
+437.4%
+2,628.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.1% |
| 7D | -4.3% | -6.2% | +1.9% | -1.3% |
| 30D | -2.4% | -3.0% | +0.6% | -1.8% |
| 3M | +4.5% | +45.6% | -41.1% | -14.7% |
| 6M | +10.2% | +53.5% | -43.3% | -13.8% |
| YTD | -16.7% | +49.6% | -66.3% | -34.1% |
| 1Y | -3.8% | +38.9% | -42.7% | -22.0% |
| 3Y | +648.3% | +589.7% | +58.6% | +162.2% |
| 5Y | +6.6% | +318.7% | -312.1% | -53.3% |
| All | +3,065.8% | +437.4% | +2,628.4% | +666.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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