+6.1%
CVNA vs VEEV
-13.7%
+19.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -2.1% |
| 7D | -7.3% | -4.6% | -2.7% | -3.4% |
| 30D | -4.6% | +8.6% | -13.2% | -13.8% |
| 3M | +2.0% | +62.4% | -60.5% | -37.9% |
| 6M | +11.7% | +40.3% | -28.5% | -24.7% |
| YTD | -18.1% | +17.5% | -35.6% | -34.7% |
| 1Y | -2.4% | -6.1% | +3.7% | -3.4% |
| 3Y | +580.6% | +16.7% | +563.9% | +345.5% |
| All | +6.1% | -13.7% | +19.8% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling