+591.6%
CVNA vs EWT
+193.0%
+398.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.7% | -1.9% |
| 7D | -4.3% | -1.1% | -3.2% | -3.3% |
| 30D | -2.4% | +4.8% | -7.2% | -6.5% |
| 3M | +4.5% | +11.1% | -6.6% | -7.4% |
| 6M | +10.2% | +54.6% | -44.4% | -34.1% |
| YTD | -16.7% | +71.4% | -88.2% | -56.5% |
| 1Y | -3.8% | +82.1% | -85.9% | -53.0% |
| All | +591.6% | +193.0% | +398.6% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling