+3,206.8%
CVNA vs VICR
+910.3%
+2,296.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | +0.1% |
| 7D | -1.0% | +1.3% | -2.3% | -1.6% |
| 30D | -1.0% | -11.9% | +10.9% | +2.1% |
| 3M | +5.5% | -35.1% | +40.6% | +16.3% |
| 6M | +11.8% | +8.1% | +3.7% | -6.4% |
| YTD | -13.0% | +67.8% | -80.8% | -41.0% |
| 1Y | -2.1% | +267.3% | -269.4% | -55.0% |
| 3Y | +681.6% | +191.2% | +490.4% | +239.3% |
| 5Y | +11.6% | +48.1% | -36.4% | -42.6% |
| All | +3,206.8% | +910.3% | +2,296.5% | +878.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling