+3,015.3%
CVNA vs ETR
+289.4%
+2,725.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -7.3% | -1.8% | -5.5% | -6.2% |
| 30D | -4.6% | -1.8% | -2.8% | -3.5% |
| 3M | +2.0% | -3.6% | +5.6% | +3.8% |
| 6M | +11.7% | +2.6% | +9.1% | +7.9% |
| YTD | -18.1% | +16.0% | -34.1% | -27.8% |
| 1Y | -2.4% | +20.1% | -22.5% | -16.3% |
| 3Y | +580.6% | +143.6% | +437.0% | +269.1% |
| 5Y | +4.9% | +124.4% | -119.5% | -41.4% |
| All | +3,015.3% | +289.4% | +2,725.9% | +1,391.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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