+3,159.9%
CVNA vs EAT
+396.5%
+2,763.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -1.6% | -4.0% | +2.4% | +0.3% |
| 30D | +24.9% | -2.9% | +27.8% | +25.9% |
| 3M | -1.8% | -16.9% | +15.1% | +5.8% |
| 6M | +3.5% | +57.0% | -53.4% | -19.7% |
| YTD | -14.3% | +38.2% | -52.4% | -30.2% |
| 1Y | +13.6% | +69.3% | -55.7% | -16.8% |
| 3Y | +1,163.4% | +483.0% | +680.5% | +378.8% |
| 5Y | +22.9% | +364.1% | -341.2% | -47.8% |
| All | +3,159.9% | +396.5% | +2,763.5% | +712.2% |
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