+580.6%
CVNA vs EQH
+100.2%
+480.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.8% |
| 7D | -7.3% | +0.7% | -8.0% | -7.9% |
| 30D | -4.6% | +2.8% | -7.4% | -7.2% |
| 3M | +2.0% | +23.1% | -21.1% | -16.5% |
| 6M | +11.7% | +41.4% | -29.7% | -21.6% |
| YTD | -18.1% | +14.3% | -32.3% | -29.2% |
| 1Y | -2.4% | +1.6% | -4.0% | -5.7% |
| 3Y | +580.6% | +102.7% | +477.9% | +145.9% |
| All | +580.6% | +100.2% | +480.3% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 3y: compounded portfolio wealth divided by compounded EQH 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…
3y analysis · Full analysis span regression · 6 months rolling