+3,206.8%
CVNA vs EME
+1,052.0%
+2,154.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | 0.0% |
| 7D | -1.0% | +2.7% | -3.7% | -3.0% |
| 30D | -1.0% | -6.8% | +5.8% | +3.2% |
| 3M | +5.5% | -8.8% | +14.3% | +7.7% |
| 6M | +11.8% | +5.0% | +6.8% | +1.5% |
| YTD | -13.0% | +23.5% | -36.5% | -32.2% |
| 1Y | -2.1% | +21.3% | -23.4% | -23.5% |
| 3Y | +681.6% | +241.1% | +440.6% | +151.7% |
| 5Y | +11.6% | +549.2% | -537.5% | -77.8% |
| All | +3,206.8% | +1,052.0% | +2,154.7% | +354.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling