+25.2%
CVNA vs EOSE
-85.5%
+110.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +12.6% | -3.8% | +7.9% |
| 7D | +31.3% | +9.7% | +21.6% | +30.4% |
| 30D | +21.7% | -34.6% | +56.3% | +24.2% |
| 3M | +14.0% | -50.8% | +64.8% | +17.6% |
| 6M | +3.0% | -66.5% | +69.4% | +7.3% |
| YTD | -8.1% | -81.3% | +73.2% | -3.4% |
| 1Y | +25.2% | -84.8% | +110.0% | +35.6% |
| All | +25.2% | -85.5% | +110.7% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling