+212.8%
EWY vs CVNA
+642.4%
-429.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.3% | +0.1% | -3.7% |
| 7D | +1.2% | -4.3% | +5.5% | +1.8% |
| 30D | +9.3% | -2.4% | +11.7% | +9.6% |
| 3M | +2.4% | +4.5% | -2.1% | +1.5% |
| 6M | +40.3% | +10.2% | +30.0% | +38.0% |
| YTD | +88.0% | -16.7% | +104.7% | +89.1% |
| 1Y | +143.8% | -3.8% | +147.6% | +140.3% |
| All | +212.8% | +642.4% | -429.7% | +139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling