+53.0%
CVNA vs VG
-51.4%
+104.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +7.7% | -22.0% | +29.8% | +9.5% |
| 30D | +17.2% | -11.6% | +28.9% | +17.9% |
| 3M | +7.7% | -14.9% | +22.5% | +8.4% |
| 6M | -5.5% | -3.5% | -2.0% | -7.8% |
| YTD | -12.8% | +70.0% | -82.8% | -30.3% |
| 1Y | +26.8% | +50.0% | -23.2% | +4.1% |
| All | +53.0% | -51.4% | +104.3% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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