+3,015.3%
CVNA vs VCLT
+17.9%
+2,997.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.7% |
| 7D | -7.3% | -1.4% | -5.9% | -4.6% |
| 30D | -4.6% | -1.2% | -3.4% | -2.0% |
| 3M | +2.0% | -4.8% | +6.7% | +13.1% |
| 6M | +11.7% | -2.6% | +14.3% | +19.2% |
| YTD | -18.1% | -3.3% | -14.7% | -11.1% |
| 1Y | -2.4% | -4.8% | +2.4% | +9.4% |
| 3Y | +580.6% | +11.5% | +569.1% | +454.5% |
| 5Y | +4.9% | -17.0% | +21.8% | +52.3% |
| All | +3,015.3% | +17.9% | +2,997.4% | +2,871.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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