+3,015.3%
CVNA vs EFV
+136.5%
+2,878.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -3.6% |
| 7D | -7.3% | -0.8% | -6.5% | -5.9% |
| 30D | -4.6% | +0.6% | -5.2% | -5.6% |
| 3M | +2.0% | +7.5% | -5.6% | -10.9% |
| 6M | +11.7% | +13.0% | -1.3% | -11.0% |
| YTD | -18.1% | +18.3% | -36.4% | -40.2% |
| 1Y | -2.4% | +26.7% | -29.1% | -37.3% |
| 3Y | +580.6% | +89.6% | +491.0% | +110.5% |
| 5Y | +4.9% | +98.2% | -93.3% | -67.3% |
| All | +3,015.3% | +136.5% | +2,878.8% | +538.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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