+580.6%
CVNA vs VIAV
+293.0%
+287.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -2.3% |
| 7D | -7.3% | +11.2% | -18.4% | -9.4% |
| 30D | -4.6% | -10.1% | +5.5% | -2.9% |
| 3M | +2.0% | -22.9% | +24.8% | +6.4% |
| 6M | +11.7% | +28.8% | -17.0% | -4.6% |
| YTD | -18.1% | +117.5% | -135.5% | -44.5% |
| 1Y | -2.4% | +216.1% | -218.5% | -46.0% |
| 3Y | +580.6% | +292.2% | +288.4% | +222.1% |
| All | +580.6% | +293.0% | +287.6% | +222.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling