+21.4%
CVNA vs EIX
+18.4%
+3.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.0% |
| 7D | -1.6% | +1.4% | -3.0% | -2.1% |
| 30D | +24.9% | +8.5% | +16.3% | +21.2% |
| 3M | -1.8% | -13.5% | +11.7% | +1.9% |
| 6M | +3.5% | -12.4% | +15.9% | +5.5% |
| YTD | -14.3% | +5.9% | -20.2% | -23.3% |
| 1Y | +13.6% | +7.6% | +6.0% | +0.1% |
| 3Y | +1,163.4% | +12.8% | +1,150.7% | +893.1% |
| All | +21.4% | +18.4% | +3.0% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling