+3,015.3%
CVNA vs VIAV
+286.7%
+2,728.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -3.8% |
| 7D | -7.3% | +11.2% | -18.4% | -13.7% |
| 30D | -4.6% | -10.1% | +5.5% | -0.3% |
| 3M | +2.0% | -22.9% | +24.8% | +10.1% |
| 6M | +11.7% | +28.8% | -17.0% | -25.9% |
| YTD | -18.1% | +117.5% | -135.5% | -67.5% |
| 1Y | -2.4% | +216.1% | -218.5% | -74.5% |
| 3Y | +580.6% | +292.2% | +288.4% | +28.8% |
| 5Y | +4.9% | +141.0% | -136.1% | -61.0% |
| All | +3,015.3% | +286.7% | +2,728.6% | +762.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling