+3,265.8%
CVNA vs VEA
+141.6%
+3,124.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +1.1% |
| 7D | +3.5% | +1.9% | +1.7% | -0.5% |
| 30D | +5.5% | +0.8% | +4.7% | +3.9% |
| 3M | +7.6% | +5.7% | +1.9% | -5.1% |
| 6M | +17.6% | +13.3% | +4.3% | -11.9% |
| YTD | -11.5% | +18.4% | -29.9% | -40.2% |
| 1Y | +0.4% | +27.0% | -26.6% | -41.7% |
| 3Y | +695.6% | +79.3% | +616.3% | +125.0% |
| 5Y | +13.6% | +62.1% | -48.5% | -54.5% |
| All | +3,265.8% | +141.6% | +3,124.2% | +464.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling