+3,206.8%
CVNA vs EFA
+121.6%
+3,085.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | +0.6% |
| 7D | -1.0% | -0.5% | -0.5% | -0.1% |
| 30D | -1.0% | -1.3% | +0.3% | +2.0% |
| 3M | +5.5% | +5.2% | +0.3% | -5.6% |
| 6M | +11.8% | +9.4% | +2.5% | -8.4% |
| YTD | -13.0% | +12.7% | -25.7% | -33.5% |
| 1Y | -2.1% | +19.3% | -21.4% | -33.7% |
| 3Y | +681.6% | +66.3% | +615.3% | +166.1% |
| 5Y | +11.6% | +53.4% | -41.7% | -48.8% |
| All | +3,206.8% | +121.6% | +3,085.1% | +575.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling