+3,259.9%
CVNA vs VCIT
+30.3%
+3,229.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.7% | -0.3% | +1.1% | +2.2% |
| 30D | +7.4% | -0.8% | +8.1% | +11.0% |
| 3M | +12.7% | -1.0% | +13.7% | +18.3% |
| 6M | +17.9% | -1.8% | +19.8% | +29.6% |
| YTD | -11.6% | -0.7% | -10.9% | -7.4% |
| 1Y | +0.8% | +1.0% | -0.2% | -1.6% |
| 3Y | +633.4% | +18.8% | +614.6% | +259.5% |
| 5Y | +13.5% | +3.5% | +10.0% | +0.8% |
| All | +3,259.9% | +30.3% | +3,229.6% | +1,507.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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