+3,206.8%
CVNA vs ETN
+557.6%
+2,649.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -0.3% |
| 7D | -1.0% | +6.2% | -7.2% | -6.4% |
| 30D | -1.0% | -6.7% | +5.7% | +4.4% |
| 3M | +5.5% | +3.6% | +1.8% | -2.0% |
| 6M | +11.8% | +18.3% | -6.5% | -10.8% |
| YTD | -13.0% | +31.5% | -44.5% | -38.8% |
| 1Y | -2.1% | +20.6% | -22.7% | -25.4% |
| 3Y | +681.6% | +82.5% | +599.1% | +269.6% |
| 5Y | +11.6% | +177.8% | -166.2% | -64.4% |
| All | +3,206.8% | +557.6% | +2,649.2% | +418.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling