+21.4%
CVNA vs VFC
-68.3%
+89.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.1% | 0.0% |
| 7D | -1.6% | +1.6% | -3.3% | -2.6% |
| 30D | +24.9% | +25.5% | -0.6% | +8.3% |
| 3M | -1.8% | +41.3% | -43.1% | -22.1% |
| 6M | +3.5% | +22.2% | -18.7% | -11.8% |
| YTD | -14.3% | +16.4% | -30.7% | -24.8% |
| 1Y | +13.6% | +38.4% | -24.8% | -13.1% |
| 3Y | +1,163.4% | +56.2% | +1,107.2% | +454.5% |
| All | +21.4% | -68.3% | +89.7% | +357.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling