+3,015.3%
CVNA vs EEM
+108.6%
+2,906.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -3.6% |
| 7D | -7.3% | -1.3% | -6.0% | -5.4% |
| 30D | -4.6% | +2.1% | -6.7% | -7.7% |
| 3M | +2.0% | +1.0% | +0.9% | -1.8% |
| 6M | +11.7% | +15.9% | -4.2% | -17.3% |
| YTD | -18.1% | +24.6% | -42.7% | -47.5% |
| 1Y | -2.4% | +32.3% | -34.7% | -43.4% |
| 3Y | +580.6% | +85.9% | +494.7% | +120.5% |
| 5Y | +4.9% | +45.4% | -40.5% | -43.3% |
| All | +3,015.3% | +108.6% | +2,906.8% | +1,035.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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