+635.3%
CVNA vs VFC
-25.6%
+660.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +1.0% |
| 7D | +3.5% | +0.8% | +2.7% | +3.2% |
| 30D | +5.5% | -11.9% | +17.4% | +11.1% |
| 3M | +7.6% | -20.2% | +27.7% | +16.6% |
| 6M | +17.6% | -23.0% | +40.6% | +29.4% |
| YTD | -11.5% | -26.2% | +14.7% | -0.5% |
| 1Y | +0.4% | -13.3% | +13.7% | +3.9% |
| All | +635.3% | -25.6% | +660.9% | +545.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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