+580.6%
CVNA vs EFX
-12.2%
+592.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.0% |
| 7D | -7.3% | -4.5% | -2.7% | -4.4% |
| 30D | -4.6% | -6.1% | +1.5% | -1.0% |
| 3M | +2.0% | +6.2% | -4.2% | -4.0% |
| 6M | +11.7% | -11.2% | +22.9% | +18.8% |
| YTD | -18.1% | -21.4% | +3.3% | -5.5% |
| 1Y | -2.4% | -34.3% | +31.9% | +30.1% |
| 3Y | +580.6% | -12.5% | +593.1% | +440.6% |
| All | +580.6% | -12.2% | +592.8% | +440.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling