+3,015.3%
CVNA vs VEEV
+389.9%
+2,625.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -2.0% |
| 7D | -7.3% | -4.6% | -2.7% | -3.9% |
| 30D | -4.6% | +8.6% | -13.2% | -12.4% |
| 3M | +2.0% | +62.4% | -60.5% | -32.9% |
| 6M | +11.7% | +40.3% | -28.5% | -19.8% |
| YTD | -18.1% | +17.5% | -35.6% | -32.6% |
| 1Y | -2.4% | -6.1% | +3.7% | -4.4% |
| 3Y | +580.6% | +16.7% | +563.9% | +404.6% |
| 5Y | +4.9% | -13.3% | +18.2% | +5.3% |
| All | +3,015.3% | +389.9% | +2,625.4% | +1,354.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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