+580.6%
CVNA vs EME
+252.2%
+328.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -4.2% |
| 7D | -7.3% | +3.5% | -10.8% | -9.3% |
| 30D | -4.6% | -6.3% | +1.7% | -1.4% |
| 3M | +2.0% | -3.8% | +5.7% | +1.8% |
| 6M | +11.7% | +8.5% | +3.2% | +1.1% |
| YTD | -18.1% | +27.8% | -45.9% | -36.4% |
| 1Y | -2.4% | +22.2% | -24.6% | -22.3% |
| 3Y | +580.6% | +253.5% | +327.1% | +89.5% |
| All | +580.6% | +252.2% | +328.3% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling