+3,206.8%
CVNA vs ECL
+132.7%
+3,074.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | +0.5% |
| 7D | -1.0% | -2.7% | +1.7% | +2.0% |
| 30D | -1.0% | -4.3% | +3.3% | +3.6% |
| 3M | +5.5% | +3.2% | +2.2% | +1.7% |
| 6M | +11.8% | -2.9% | +14.7% | +15.0% |
| YTD | -13.0% | +4.3% | -17.3% | -17.9% |
| 1Y | -2.1% | +1.6% | -3.8% | -6.3% |
| 3Y | +681.6% | +54.3% | +627.4% | +358.5% |
| 5Y | +11.6% | +26.5% | -14.9% | -15.8% |
| All | +3,206.8% | +132.7% | +3,074.1% | +1,145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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