+3,206.8%
CVNA vs VGT
+652.7%
+2,554.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.5% |
| 7D | -1.0% | +1.5% | -2.5% | -3.5% |
| 30D | -1.0% | +0.5% | -1.5% | -2.4% |
| 3M | +5.5% | +5.3% | +0.2% | -6.1% |
| 6M | +11.8% | +32.4% | -20.6% | -35.0% |
| YTD | -13.0% | +28.6% | -41.6% | -47.0% |
| 1Y | -2.1% | +37.6% | -39.8% | -46.8% |
| 3Y | +681.6% | +125.5% | +556.1% | +72.6% |
| 5Y | +11.6% | +135.2% | -123.6% | -70.8% |
| All | +3,206.8% | +652.7% | +2,554.0% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling