+3,065.8%
CVNA vs VIAV
+273.3%
+2,792.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.3% | -1.5% |
| 7D | -4.3% | +11.2% | -15.5% | -10.9% |
| 30D | -2.4% | -2.6% | +0.2% | -3.7% |
| 3M | +4.5% | -20.1% | +24.6% | +9.6% |
| 6M | +10.2% | +25.8% | -15.6% | -26.0% |
| YTD | -16.7% | +109.9% | -126.6% | -66.2% |
| 1Y | -3.8% | +214.3% | -218.0% | -75.0% |
| 3Y | +648.3% | +281.6% | +366.7% | +43.7% |
| 5Y | +6.6% | +132.6% | -126.0% | -59.5% |
| All | +3,065.8% | +273.3% | +2,792.5% | +796.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling