+3,259.9%
CVNA vs EIX
+5.7%
+3,254.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.2% |
| 7D | +0.7% | -19.1% | +19.8% | +8.4% |
| 30D | +7.4% | -16.9% | +24.3% | +13.6% |
| 3M | +12.7% | -20.0% | +32.7% | +20.4% |
| 6M | +17.9% | -21.3% | +39.2% | +26.1% |
| YTD | -11.6% | -1.7% | -9.9% | -17.1% |
| 1Y | +0.8% | +9.6% | -8.8% | -11.9% |
| 3Y | +633.4% | -3.7% | +637.1% | +569.5% |
| 5Y | +13.5% | +22.6% | -9.1% | -9.2% |
| All | +3,259.9% | +5.7% | +3,254.2% | +2,376.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling