+29.0%
CVNA vs ECL
+39.3%
-10.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.4% |
| 7D | -4.8% | -2.3% | -2.5% | -1.8% |
| 30D | +24.1% | +8.3% | +15.8% | +13.2% |
| 3M | +2.6% | +8.4% | -5.9% | -7.2% |
| 6M | -3.1% | +23.3% | -26.4% | -26.1% |
| YTD | -12.5% | +18.2% | -30.7% | -30.6% |
| 1Y | +13.0% | +18.8% | -5.8% | -11.6% |
| 3Y | +1,165.3% | +78.5% | +1,086.8% | +395.5% |
| 5Y | +29.0% | +40.1% | -11.1% | -35.5% |
| All | +29.0% | +39.3% | -10.3% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling