+591.6%
CVNA vs EWZ
+47.7%
+543.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -5.3% |
| 7D | -4.3% | +1.1% | -5.4% | -5.3% |
| 30D | -2.4% | +13.5% | -15.9% | -12.2% |
| 3M | +4.5% | +15.2% | -10.7% | -8.3% |
| 6M | +10.2% | +3.7% | +6.5% | +6.0% |
| YTD | -16.7% | +22.5% | -39.3% | -32.3% |
| 1Y | -3.8% | +35.3% | -39.0% | -29.6% |
| All | +591.6% | +47.7% | +543.9% | +345.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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