+3,015.3%
CVNA vs EQIX
+203.3%
+2,812.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -3.0% |
| 7D | -7.3% | +0.2% | -7.4% | -7.4% |
| 30D | -4.6% | -2.5% | -2.1% | -2.2% |
| 3M | +2.0% | 0.0% | +2.0% | -0.5% |
| 6M | +11.7% | +7.6% | +4.1% | +0.7% |
| YTD | -18.1% | +37.5% | -55.6% | -44.8% |
| 1Y | -2.4% | +32.9% | -35.3% | -33.3% |
| 3Y | +580.6% | +42.8% | +537.8% | +321.3% |
| 5Y | +4.9% | +35.8% | -31.0% | -27.7% |
| All | +3,015.3% | +203.3% | +2,812.0% | +1,128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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