+580.6%
CVNA vs VIVK
-100.0%
+680.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.4% | +5.8% | -1.5% |
| 7D | -7.3% | -4.4% | -2.9% | -7.2% |
| 30D | -4.6% | -40.8% | +36.2% | -3.9% |
| 3M | +2.0% | -94.1% | +96.1% | +5.1% |
| 6M | +11.7% | -98.2% | +109.9% | +16.1% |
| YTD | -18.1% | -98.0% | +80.0% | -15.6% |
| 1Y | -2.4% | -100.0% | +97.6% | +6.4% |
| 3Y | +580.6% | -100.0% | +680.6% | +503.3% |
| All | +580.6% | -100.0% | +680.6% | +503.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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