+580.6%
CVNA vs VEA
+75.8%
+504.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -3.6% |
| 7D | -7.3% | -1.5% | -5.8% | -4.8% |
| 30D | -4.6% | -0.8% | -3.7% | -2.9% |
| 3M | +2.0% | +2.5% | -0.5% | -2.6% |
| 6M | +11.7% | +11.1% | +0.6% | -10.4% |
| YTD | -18.1% | +17.2% | -35.2% | -41.9% |
| 1Y | -2.4% | +24.5% | -26.9% | -39.3% |
| 3Y | +580.6% | +75.4% | +505.1% | +61.7% |
| All | +580.6% | +75.8% | +504.8% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 3y: compounded portfolio wealth divided by compounded VEA 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…
3y analysis · Full analysis span regression · 6 months rolling