+3,265.8%
CVNA vs VCLT
+19.5%
+3,246.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.3% |
| 7D | +3.5% | +0.3% | +3.2% | +2.9% |
| 30D | +5.5% | -0.6% | +6.0% | +6.8% |
| 3M | +7.6% | -2.2% | +9.8% | +13.1% |
| 6M | +17.6% | -2.9% | +20.5% | +26.2% |
| YTD | -11.5% | -2.1% | -9.4% | -6.5% |
| 1Y | +0.4% | -2.6% | +3.0% | +7.1% |
| 3Y | +695.6% | +12.5% | +683.1% | +535.8% |
| 5Y | +13.6% | -15.3% | +28.9% | +58.4% |
| All | +3,265.8% | +19.5% | +3,246.3% | +3,023.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling