+3,259.9%
CVNA vs EW
+146.3%
+3,113.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | +0.7% | -0.3% | +1.1% | +1.0% |
| 30D | +7.4% | +1.0% | +6.3% | +6.4% |
| 3M | +12.7% | +2.8% | +9.9% | +9.9% |
| 6M | +17.9% | +5.5% | +12.4% | +11.8% |
| YTD | -11.6% | +5.5% | -17.1% | -16.5% |
| 1Y | +0.8% | +11.0% | -10.3% | -9.9% |
| 3Y | +633.4% | +17.7% | +615.7% | +441.1% |
| 5Y | +13.5% | -25.7% | +39.2% | +38.7% |
| All | +3,259.9% | +146.3% | +3,113.6% | +1,481.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling