+580.6%
CVNA vs VGT
+123.9%
+456.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -3.1% |
| 7D | -7.3% | -0.2% | -7.1% | -7.1% |
| 30D | -4.6% | -0.4% | -4.1% | -4.3% |
| 3M | +2.0% | +4.4% | -2.5% | -4.8% |
| 6M | +11.7% | +32.1% | -20.3% | -26.7% |
| YTD | -18.1% | +28.8% | -46.8% | -44.4% |
| 1Y | -2.4% | +35.3% | -37.7% | -37.6% |
| 3Y | +580.6% | +124.8% | +455.8% | +75.8% |
| All | +580.6% | +123.9% | +456.7% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling