+3,015.3%
CVNA vs VIG
+209.7%
+2,805.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -3.2% |
| 7D | -7.3% | -1.1% | -6.2% | -5.0% |
| 30D | -4.6% | -2.7% | -1.8% | +1.4% |
| 3M | +2.0% | +2.5% | -0.6% | -3.5% |
| 6M | +11.7% | +9.2% | +2.5% | -7.7% |
| YTD | -18.1% | +9.8% | -27.9% | -32.9% |
| 1Y | -2.4% | +12.4% | -14.8% | -23.6% |
| 3Y | +580.6% | +55.9% | +524.7% | +177.9% |
| 5Y | +4.9% | +63.9% | -59.1% | -54.0% |
| All | +3,015.3% | +209.7% | +2,805.6% | +457.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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