+3,265.8%
CVNA vs EFV
+136.8%
+3,129.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +1.4% |
| 7D | +3.5% | +1.0% | +2.5% | +1.6% |
| 30D | +5.5% | +0.2% | +5.3% | +5.2% |
| 3M | +7.6% | +9.6% | -2.0% | -9.2% |
| 6M | +17.6% | +14.0% | +3.6% | -7.8% |
| YTD | -11.5% | +18.5% | -29.9% | -35.6% |
| 1Y | +0.4% | +27.9% | -27.5% | -36.7% |
| 3Y | +695.6% | +92.4% | +603.1% | +139.7% |
| 5Y | +13.6% | +97.2% | -83.6% | -64.3% |
| All | +3,265.8% | +136.8% | +3,129.0% | +588.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling