+3,015.3%
CVNA vs EW
+131.2%
+2,884.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | +0.7% |
| 7D | -7.3% | -6.2% | -1.1% | -2.3% |
| 30D | -4.6% | -9.3% | +4.7% | +3.5% |
| 3M | +2.0% | -1.6% | +3.6% | +3.1% |
| 6M | +11.7% | -0.8% | +12.6% | +11.6% |
| YTD | -18.1% | -1.0% | -17.0% | -18.4% |
| 1Y | -2.4% | +8.2% | -10.5% | -10.9% |
| 3Y | +580.6% | +12.7% | +567.9% | +417.5% |
| 5Y | +4.9% | -30.2% | +35.1% | +34.9% |
| All | +3,015.3% | +131.2% | +2,884.2% | +1,444.8% |
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