+0.8%
CVNA vs VGT
+40.8%
-40.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.3% |
| 7D | +0.7% | +1.0% | -0.3% | -0.2% |
| 30D | +7.4% | +1.3% | +6.1% | +6.0% |
| 3M | +12.7% | -1.1% | +13.8% | +14.2% |
| 6M | +17.9% | +32.6% | -14.7% | -22.0% |
| YTD | -11.6% | +29.0% | -40.6% | -39.5% |
| 1Y | +0.8% | +39.7% | -38.9% | -30.8% |
| All | +0.8% | +40.8% | -40.0% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 1y: compounded portfolio wealth divided by compounded VGT 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…
1y analysis · Full analysis span regression · 6 months rolling