+25.2%
CVNA vs ETHA
-31.0%
+56.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.7% | +3.1% | +7.2% |
| 7D | +31.3% | +2.1% | +29.2% | +30.5% |
| 30D | +21.7% | -10.7% | +32.4% | +25.3% |
| 3M | +14.0% | +29.0% | -14.9% | +5.7% |
| 6M | +3.0% | +2.7% | +0.3% | +0.2% |
| YTD | -8.1% | -18.7% | +10.5% | -9.2% |
| 1Y | +25.2% | -24.8% | +50.0% | +26.5% |
| All | +25.2% | -31.0% | +56.2% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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