+591.6%
CVNA vs VIG
+54.7%
+536.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.1% |
| 7D | -4.3% | -2.2% | -2.1% | +1.4% |
| 30D | -2.4% | -3.2% | +0.8% | +6.1% |
| 3M | +4.5% | +3.0% | +1.5% | -3.3% |
| 6M | +10.2% | +8.1% | +2.1% | -9.8% |
| YTD | -16.7% | +9.1% | -25.8% | -33.2% |
| 1Y | -3.8% | +12.6% | -16.3% | -28.7% |
| All | +591.6% | +54.7% | +536.9% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling