+297.1%
CVNA vs VIK
+225.1%
+72.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.5% |
| 7D | -7.3% | -0.9% | -6.3% | -6.7% |
| 30D | -4.6% | -18.4% | +13.8% | +9.4% |
| 3M | +2.0% | -8.8% | +10.7% | +6.6% |
| 6M | +11.7% | +17.1% | -5.4% | -6.3% |
| YTD | -18.1% | +19.0% | -37.1% | -32.6% |
| 1Y | -2.4% | +30.1% | -32.5% | -26.9% |
| All | +297.1% | +225.1% | +72.0% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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