+25.2%
CVNA vs VICR
+76.0%
-50.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -11.1% | +19.9% | +9.7% |
| 7D | +31.3% | -26.6% | +57.9% | +34.5% |
| 30D | +21.7% | -47.9% | +69.7% | +28.7% |
| 3M | +14.0% | -29.8% | +43.8% | +15.5% |
| 6M | +3.0% | -36.6% | +39.6% | +0.7% |
| YTD | -8.1% | +45.1% | -53.2% | -32.3% |
| 1Y | +25.2% | +80.0% | -54.8% | -17.2% |
| All | +25.2% | +76.0% | -50.8% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling