+86.9%
CVNA vs EOSE
-60.6%
+147.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -7.3% | +1.8% | -9.1% | -7.7% |
| 30D | -4.6% | -6.8% | +2.3% | -4.1% |
| 3M | +2.0% | -36.3% | +38.3% | +8.6% |
| 6M | +11.7% | -38.8% | +50.5% | +14.9% |
| YTD | -18.1% | -65.5% | +47.5% | -9.3% |
| 1Y | -2.4% | -45.3% | +42.9% | -6.9% |
| 3Y | +580.6% | +44.2% | +536.4% | +283.5% |
| 5Y | +4.9% | -69.5% | +74.4% | -45.4% |
| All | +86.9% | -60.6% | +147.5% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling