+3,265.8%
CVNA vs EEM
+111.6%
+3,154.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | -0.1% |
| 7D | +3.5% | +3.1% | +0.4% | -1.5% |
| 30D | +5.5% | +4.9% | +0.6% | -2.5% |
| 3M | +7.6% | +5.2% | +2.4% | -3.5% |
| 6M | +17.6% | +20.7% | -3.1% | -18.8% |
| YTD | -11.5% | +26.5% | -37.9% | -44.6% |
| 1Y | +0.4% | +37.8% | -37.5% | -45.9% |
| 3Y | +695.6% | +91.0% | +604.6% | +146.7% |
| 5Y | +13.6% | +47.0% | -33.4% | -39.7% |
| All | +3,265.8% | +111.6% | +3,154.2% | +1,098.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling