+635.3%
CVNA vs EW
+17.2%
+618.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.7% |
| 7D | +3.5% | -4.4% | +7.9% | +5.5% |
| 30D | +5.5% | -3.3% | +8.8% | +7.0% |
| 3M | +7.6% | +1.0% | +6.6% | +7.1% |
| 6M | +17.6% | +6.2% | +11.4% | +14.6% |
| YTD | -11.5% | +1.7% | -13.2% | -12.3% |
| 1Y | +0.4% | +8.1% | -7.7% | -3.2% |
| All | +635.3% | +17.2% | +618.1% | +447.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling