+3,015.3%
CVNA vs EWJ
+129.0%
+2,886.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -5.4% |
| 7D | -7.3% | +0.3% | -7.6% | -7.9% |
| 30D | -4.6% | +0.8% | -5.4% | -6.0% |
| 3M | +2.0% | +7.5% | -5.5% | -11.7% |
| 6M | +11.7% | +15.6% | -3.9% | -16.2% |
| YTD | -18.1% | +22.7% | -40.8% | -46.0% |
| 1Y | -2.4% | +26.4% | -28.8% | -39.6% |
| 3Y | +580.6% | +72.5% | +508.0% | +122.5% |
| 5Y | +4.9% | +52.4% | -47.6% | -53.8% |
| All | +3,015.3% | +129.0% | +2,886.3% | +713.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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