+29.0%
CVNA vs EW
-11.1%
+40.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.6% | -0.3% |
| 7D | -4.8% | +6.5% | -11.2% | -9.8% |
| 30D | +24.1% | +22.5% | +1.7% | +4.4% |
| 3M | +2.6% | +13.0% | -10.4% | -8.0% |
| 6M | -3.1% | +37.1% | -40.2% | -27.0% |
| YTD | -12.5% | +24.1% | -36.6% | -28.5% |
| 1Y | +13.0% | +24.2% | -11.3% | -8.2% |
| 3Y | +1,165.3% | +64.8% | +1,100.5% | +481.0% |
| 5Y | +29.0% | -7.4% | +36.5% | +39.5% |
| All | +29.0% | -11.1% | +40.1% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling