+3,015.3%
CVNA vs EFX
+36.5%
+2,978.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.1% |
| 7D | -7.3% | -4.5% | -2.7% | -3.2% |
| 30D | -4.6% | -6.1% | +1.5% | +0.3% |
| 3M | +2.0% | +6.2% | -4.2% | -6.7% |
| 6M | +11.7% | -11.2% | +22.9% | +19.7% |
| YTD | -18.1% | -21.4% | +3.3% | -3.5% |
| 1Y | -2.4% | -34.3% | +31.9% | +36.6% |
| 3Y | +580.6% | -12.5% | +593.1% | +562.2% |
| 5Y | +4.9% | -35.6% | +40.4% | +50.5% |
| All | +3,015.3% | +36.5% | +2,978.8% | +2,189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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