+580.6%
CVNA vs EFA
+65.2%
+515.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -3.4% |
| 7D | -7.3% | -1.5% | -5.8% | -4.6% |
| 30D | -4.6% | -1.7% | -2.9% | -1.4% |
| 3M | +2.0% | +3.5% | -1.5% | -4.4% |
| 6M | +11.7% | +9.5% | +2.3% | -6.7% |
| YTD | -18.1% | +12.9% | -30.9% | -36.0% |
| 1Y | -2.4% | +18.2% | -20.6% | -30.7% |
| 3Y | +580.6% | +64.8% | +515.7% | +89.8% |
| All | +580.6% | +65.2% | +515.4% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 3y: compounded portfolio wealth divided by compounded EFA 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…
3y analysis · Full analysis span regression · 6 months rolling