+6.1%
CVNA vs VIG
+63.0%
-57.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -3.7% |
| 7D | -7.3% | -1.1% | -6.2% | -4.3% |
| 30D | -4.6% | -2.7% | -1.8% | +3.5% |
| 3M | +2.0% | +2.5% | -0.6% | -5.5% |
| 6M | +11.7% | +9.2% | +2.5% | -14.2% |
| YTD | -18.1% | +9.8% | -27.9% | -38.1% |
| 1Y | -2.4% | +12.4% | -14.8% | -30.9% |
| 3Y | +580.6% | +55.9% | +524.7% | +74.8% |
| All | +6.1% | +63.0% | -57.0% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling