+3,015.3%
CVNA vs VMC
+123.8%
+2,891.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -2.3% |
| 7D | -7.3% | -3.8% | -3.5% | -4.3% |
| 30D | -4.6% | -9.7% | +5.1% | +3.9% |
| 3M | +2.0% | -9.6% | +11.6% | +11.0% |
| 6M | +11.7% | -4.8% | +16.6% | +16.1% |
| YTD | -18.1% | -10.9% | -7.2% | -11.6% |
| 1Y | -2.4% | -15.6% | +13.2% | +10.1% |
| 3Y | +580.6% | +19.3% | +561.3% | +474.0% |
| 5Y | +4.9% | +48.0% | -43.1% | -19.3% |
| All | +3,015.3% | +123.8% | +2,891.5% | +1,699.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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