+3,265.8%
CVNA vs ETR
+301.3%
+2,964.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.6% |
| 7D | +3.5% | +1.4% | +2.1% | +2.6% |
| 30D | +5.5% | +1.9% | +3.6% | +4.1% |
| 3M | +7.6% | +1.0% | +6.6% | +6.2% |
| 6M | +17.6% | +4.8% | +12.7% | +12.0% |
| YTD | -11.5% | +19.5% | -31.0% | -23.5% |
| 1Y | +0.4% | +28.1% | -27.7% | -17.7% |
| 3Y | +695.6% | +151.1% | +544.4% | +323.1% |
| 5Y | +13.6% | +125.2% | -111.6% | -36.6% |
| All | +3,265.8% | +301.3% | +2,964.5% | +1,480.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling