+3,259.9%
CVNA vs ECL
+138.7%
+3,121.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +0.7% | -2.6% | +3.3% | +3.6% |
| 30D | +7.4% | -2.2% | +9.5% | +9.8% |
| 3M | +12.7% | +10.1% | +2.6% | +1.3% |
| 6M | +17.9% | -5.7% | +23.7% | +24.9% |
| YTD | -11.6% | +7.0% | -18.6% | -18.9% |
| 1Y | +0.8% | +2.7% | -1.9% | -4.6% |
| 3Y | +633.4% | +57.7% | +575.7% | +320.3% |
| 5Y | +13.5% | +31.1% | -17.7% | -17.5% |
| All | +3,259.9% | +138.7% | +3,121.2% | +1,131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling