+3,015.3%
CVNA vs ETN
+573.7%
+2,441.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -5.1% |
| 7D | -7.3% | +3.5% | -10.8% | -10.3% |
| 30D | -4.6% | -7.5% | +2.9% | +1.6% |
| 3M | +2.0% | +8.3% | -6.4% | -8.9% |
| 6M | +11.7% | +20.2% | -8.4% | -12.1% |
| YTD | -18.1% | +34.7% | -52.7% | -43.7% |
| 1Y | -2.4% | +19.4% | -21.8% | -24.6% |
| 3Y | +580.6% | +85.5% | +495.1% | +217.0% |
| 5Y | +4.9% | +186.6% | -181.7% | -67.5% |
| All | +3,015.3% | +573.7% | +2,441.6% | +377.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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