+3,065.8%
CVNA vs EIX
+5.7%
+3,060.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.7% |
| 7D | -4.3% | +0.8% | -5.1% | -4.7% |
| 30D | -2.4% | -18.8% | +16.4% | +4.5% |
| 3M | +4.5% | -19.7% | +24.2% | +11.5% |
| 6M | +10.2% | -18.2% | +28.5% | +15.7% |
| YTD | -16.7% | -1.7% | -15.0% | -21.9% |
| 1Y | -3.8% | +7.8% | -11.5% | -15.1% |
| 3Y | +648.3% | -5.6% | +653.9% | +591.3% |
| 5Y | +6.6% | +23.7% | -17.1% | -15.1% |
| All | +3,065.8% | +5.7% | +3,060.1% | +2,232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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