+6.1%
CVNA vs VICR
+57.6%
-51.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.2% | -12.7% | -5.2% |
| 7D | -7.3% | +5.0% | -12.2% | -9.0% |
| 30D | -4.6% | -12.5% | +7.9% | -1.8% |
| 3M | +2.0% | -33.6% | +35.6% | +10.5% |
| 6M | +11.7% | +10.7% | +1.1% | -5.9% |
| YTD | -18.1% | +80.6% | -98.6% | -44.4% |
| 1Y | -2.4% | +288.4% | -290.7% | -53.7% |
| 3Y | +580.6% | +213.8% | +366.8% | +203.4% |
| All | +6.1% | +57.6% | -51.6% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling