+3,259.9%
CVNA vs EAT
+476.3%
+2,783.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +7.4% | +1.9% | +5.5% | +5.5% |
| 3M | +12.7% | +68.7% | -56.0% | -14.3% |
| 6M | +17.9% | +66.9% | -49.0% | -11.4% |
| YTD | -11.6% | +60.4% | -72.0% | -32.4% |
| 1Y | +0.8% | +44.0% | -43.2% | -19.6% |
| 3Y | +633.4% | +604.7% | +28.7% | +154.2% |
| 5Y | +13.5% | +347.0% | -333.6% | -51.8% |
| All | +3,259.9% | +476.3% | +2,783.6% | +687.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling