+3,206.8%
CVNA vs EWZ
+72.5%
+3,134.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -0.8% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | -1.0% | +8.2% | -9.2% | -5.9% |
| 3M | +5.5% | +13.3% | -7.8% | -3.4% |
| 6M | +11.8% | +3.6% | +8.2% | +8.7% |
| YTD | -13.0% | +21.0% | -34.0% | -24.0% |
| 1Y | -2.1% | +34.7% | -36.8% | -20.4% |
| 3Y | +681.6% | +48.3% | +633.3% | +502.9% |
| 5Y | +11.6% | +60.1% | -48.4% | -19.6% |
| All | +3,206.8% | +72.5% | +3,134.3% | +2,127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling