+3,265.8%
CVNA vs EFX
+38.6%
+3,227.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +3.1% |
| 7D | +3.5% | -7.8% | +11.3% | +11.2% |
| 30D | +5.5% | -5.7% | +11.2% | +10.4% |
| 3M | +7.6% | +2.5% | +5.1% | +1.8% |
| 6M | +17.6% | -16.7% | +34.3% | +34.3% |
| YTD | -11.5% | -20.2% | +8.7% | +2.7% |
| 1Y | +0.4% | -31.4% | +31.8% | +33.5% |
| 3Y | +695.6% | -10.5% | +706.1% | +657.1% |
| 5Y | +13.6% | -35.2% | +48.8% | +61.9% |
| All | +3,265.8% | +38.6% | +3,227.1% | +2,337.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling