+11.6%
CVNA vs EAT
+310.8%
-299.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | +0.4% |
| 7D | -1.0% | -6.8% | +5.8% | +3.6% |
| 30D | -1.0% | -5.4% | +4.4% | +1.3% |
| 3M | +5.5% | +42.8% | -37.3% | -19.7% |
| 6M | +11.8% | +56.5% | -44.7% | -22.6% |
| YTD | -13.0% | +50.0% | -63.0% | -38.2% |
| 1Y | -2.1% | +38.3% | -40.4% | -27.7% |
| 3Y | +681.6% | +591.6% | +90.0% | +28.6% |
| 5Y | +11.6% | +312.6% | -301.0% | -79.5% |
| All | +11.6% | +310.8% | -299.2% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling