+971.9%
CVNA vs EQX
+232.0%
+739.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.9% |
| 7D | -7.3% | -3.2% | -4.1% | -6.7% |
| 30D | -4.6% | +7.8% | -12.3% | -6.0% |
| 3M | +2.0% | +21.3% | -19.4% | -2.2% |
| 6M | +11.7% | -22.4% | +34.2% | +16.0% |
| YTD | -18.1% | -11.3% | -6.7% | -18.0% |
| 1Y | -2.4% | +13.5% | -15.9% | -7.5% |
| 3Y | +580.6% | +162.1% | +418.4% | +421.0% |
| 5Y | +4.9% | +84.2% | -79.3% | -16.1% |
| All | +971.9% | +232.0% | +739.9% | +950.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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