+3,015.3%
CVNA vs EWT
+436.6%
+2,578.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -4.2% |
| 7D | -7.3% | -1.1% | -6.1% | -5.8% |
| 30D | -4.6% | +4.5% | -9.0% | -10.5% |
| 3M | +2.0% | +8.3% | -6.3% | -12.7% |
| 6M | +11.7% | +54.2% | -42.5% | -46.7% |
| YTD | -18.1% | +74.6% | -92.6% | -68.5% |
| 1Y | -2.4% | +84.9% | -87.3% | -65.9% |
| 3Y | +580.6% | +197.5% | +383.0% | +1.0% |
| 5Y | +4.9% | +150.6% | -145.7% | -76.9% |
| All | +3,015.3% | +436.6% | +2,578.8% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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