+3,259.9%
CVNA vs EMR
+215.4%
+3,044.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.2% | 0.0% |
| 7D | +0.7% | -1.5% | +2.3% | +2.1% |
| 30D | +7.4% | -5.6% | +13.0% | +12.8% |
| 3M | +12.7% | +7.9% | +4.8% | +3.4% |
| 6M | +17.9% | +6.0% | +11.9% | +9.5% |
| YTD | -11.6% | +16.4% | -28.1% | -25.6% |
| 1Y | +0.8% | +16.6% | -15.9% | -16.0% |
| 3Y | +633.4% | +62.9% | +570.6% | +346.3% |
| 5Y | +13.5% | +60.1% | -46.6% | -28.2% |
| All | +3,259.9% | +215.4% | +3,044.5% | +1,163.7% |
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