+3,015.3%
CVNA vs EME
+1,092.3%
+1,923.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -4.7% |
| 7D | -7.3% | +3.5% | -10.8% | -9.7% |
| 30D | -4.6% | -6.3% | +1.7% | -0.9% |
| 3M | +2.0% | -3.8% | +5.7% | +0.1% |
| 6M | +11.7% | +8.5% | +3.2% | -1.1% |
| YTD | -18.1% | +27.8% | -45.9% | -37.8% |
| 1Y | -2.4% | +22.2% | -24.6% | -24.0% |
| 3Y | +580.6% | +253.5% | +327.1% | +113.3% |
| 5Y | +4.9% | +578.6% | -573.8% | -79.8% |
| All | +3,015.3% | +1,092.3% | +1,923.0% | +316.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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