+262.7%
EWY vs CVNA
+2,461.5%
-2,198.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.4% |
| 7D | -0.1% | -7.3% | +7.2% | +0.6% |
| 30D | +7.3% | -4.6% | +11.9% | +7.7% |
| 3M | -5.1% | +2.0% | -7.1% | -5.5% |
| 6M | +42.1% | +11.7% | +30.3% | +40.3% |
| YTD | +94.1% | -18.1% | +112.2% | +95.9% |
| 1Y | +147.8% | -2.4% | +150.2% | +145.6% |
| 3Y | +222.9% | +580.6% | -357.7% | +161.7% |
| 5Y | +150.6% | +4.9% | +145.7% | +117.1% |
| All | +262.7% | +2,461.5% | -2,198.8% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling