+3,015.3%
CVNA vs VICR
+987.4%
+2,027.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.2% | -12.7% | -5.7% |
| 7D | -7.3% | +5.0% | -12.2% | -9.3% |
| 30D | -4.6% | -12.5% | +7.9% | -1.5% |
| 3M | +2.0% | -33.6% | +35.6% | +11.4% |
| 6M | +11.7% | +10.7% | +1.1% | -7.3% |
| YTD | -18.1% | +80.6% | -98.6% | -46.1% |
| 1Y | -2.4% | +288.4% | -290.7% | -56.1% |
| 3Y | +580.6% | +213.8% | +366.8% | +186.4% |
| 5Y | +4.9% | +58.8% | -54.0% | -47.7% |
| All | +3,015.3% | +987.4% | +2,027.9% | +794.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling