+62.4%
EWY vs CVNA
+20.1%
+42.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.8% | -10.7% | -3.6% |
| 7D | -8.3% | +31.3% | -39.7% | -13.8% |
| 30D | -20.5% | +21.7% | -42.3% | -24.0% |
| 3M | -11.1% | +14.0% | -25.1% | -14.0% |
| 6M | -7.0% | +3.0% | -10.0% | -8.9% |
| YTD | +56.5% | -8.1% | +64.6% | +47.6% |
| 1Y | +62.4% | +25.2% | +37.2% | +41.1% |
| All | +62.4% | +20.1% | +42.3% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 1y: compounded portfolio wealth divided by compounded CVNA 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…
1y analysis · Full analysis span regression · 6 months rolling