+3,091.0%
CVNA vs EW
+189.9%
+2,901.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -1.7% | +4.9% | -6.7% | -5.6% |
| 30D | +17.3% | +24.1% | -6.8% | -1.9% |
| 3M | -2.3% | +13.7% | -16.0% | -12.6% |
| 6M | -3.9% | +32.7% | -36.6% | -24.8% |
| YTD | -16.1% | +24.1% | -40.2% | -31.1% |
| 1Y | +7.9% | +23.6% | -15.7% | -11.4% |
| 3Y | +1,113.4% | +64.8% | +1,048.7% | +548.2% |
| 5Y | +20.3% | -8.8% | +29.1% | +24.0% |
| All | +3,091.0% | +189.9% | +2,901.1% | +1,205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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