+3,265.8%
CVNA vs VIVK
-100.0%
+3,365.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | +0.2% |
| 7D | +3.5% | +13.1% | -9.5% | +3.5% |
| 30D | +5.5% | -29.7% | +35.1% | +5.5% |
| 3M | +7.6% | -93.0% | +100.6% | +7.4% |
| 6M | +17.6% | -98.0% | +115.6% | +17.4% |
| YTD | -11.5% | -97.8% | +86.3% | -11.4% |
| 1Y | +0.4% | -100.0% | +100.3% | -0.4% |
| 3Y | +695.6% | -100.0% | +795.6% | +691.1% |
| 5Y | +13.6% | -100.0% | +113.6% | +13.5% |
| All | +3,265.8% | -100.0% | +3,365.8% | +3,617.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling