+3,206.8%
CVNA vs IEFA
+122.9%
+3,083.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | +0.5% |
| 7D | -1.0% | -0.5% | -0.6% | -0.1% |
| 30D | -1.0% | -1.1% | +0.1% | +1.5% |
| 3M | +5.5% | +5.1% | +0.4% | -5.4% |
| 6M | +11.8% | +9.3% | +2.5% | -8.4% |
| YTD | -13.0% | +13.0% | -26.0% | -33.8% |
| 1Y | -2.1% | +19.2% | -21.3% | -33.7% |
| 3Y | +681.6% | +67.0% | +614.6% | +161.7% |
| 5Y | +11.6% | +51.1% | -39.5% | -47.5% |
| All | +3,206.8% | +122.9% | +3,083.9% | +551.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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