+42.5%
EWY vs CVNA
+17.3%
+25.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +1.1% |
| 7D | +6.7% | -1.0% | +7.7% | +7.0% |
| 30D | +17.0% | -1.0% | +18.0% | +16.9% |
| 3M | +3.7% | +5.5% | -1.8% | +0.2% |
| 6M | +42.5% | +11.8% | +30.7% | +27.4% |
| All | +42.5% | +17.3% | +25.2% | +27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling