+3,091.0%
CVNA vs EMR
+244.5%
+2,846.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -1.7% | +2.7% | -4.4% | -4.1% |
| 30D | +17.3% | +2.1% | +15.2% | +15.5% |
| 3M | -2.3% | +2.3% | -4.5% | -4.4% |
| 6M | -3.9% | +22.5% | -26.4% | -21.6% |
| YTD | -16.1% | +27.2% | -43.3% | -34.9% |
| 1Y | +7.9% | +28.0% | -20.1% | -17.1% |
| 3Y | +1,113.4% | +103.4% | +1,010.0% | +498.7% |
| 5Y | +20.3% | +88.2% | -67.9% | -33.5% |
| All | +3,091.0% | +244.5% | +2,846.5% | +1,005.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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