+266.6%
EWY vs CVNA
+2,618.9%
-2,352.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.6% |
| 7D | +6.7% | -1.0% | +7.7% | +6.8% |
| 30D | +17.0% | -1.0% | +18.0% | +17.0% |
| 3M | +3.7% | +5.5% | -1.8% | +2.9% |
| 6M | +42.5% | +11.8% | +30.7% | +40.7% |
| YTD | +96.2% | -13.0% | +109.3% | +97.0% |
| 1Y | +160.4% | -2.1% | +162.5% | +157.8% |
| 3Y | +231.7% | +681.6% | -449.9% | +165.7% |
| 5Y | +153.3% | +11.6% | +141.6% | +118.2% |
| All | +266.6% | +2,618.9% | -2,352.3% | +116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling