+3,159.9%
CVNA vs ECL
+165.0%
+2,994.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +0.4% |
| 7D | -1.6% | +2.9% | -4.5% | -4.5% |
| 30D | +24.9% | +7.5% | +17.4% | +16.5% |
| 3M | -1.8% | +12.2% | -14.1% | -12.9% |
| 6M | +3.5% | +24.6% | -21.0% | -18.3% |
| YTD | -14.3% | +18.8% | -33.0% | -29.3% |
| 1Y | +13.6% | +19.3% | -5.7% | -7.4% |
| 3Y | +1,163.4% | +78.2% | +1,085.2% | +537.5% |
| 5Y | +22.9% | +38.8% | -15.9% | -15.9% |
| All | +3,159.9% | +165.0% | +2,994.9% | +972.2% |
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