+3,259.9%
CVNA vs VMC
+132.6%
+3,127.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.8% |
| 7D | +0.7% | -4.3% | +5.1% | +4.5% |
| 30D | +7.4% | -8.2% | +15.6% | +15.4% |
| 3M | +12.7% | -7.0% | +19.7% | +19.5% |
| 6M | +17.9% | -10.8% | +28.7% | +29.3% |
| YTD | -11.6% | -7.4% | -4.2% | -7.6% |
| 1Y | +0.8% | -9.5% | +10.2% | +6.9% |
| 3Y | +633.4% | +20.5% | +613.0% | +513.8% |
| 5Y | +13.5% | +51.6% | -38.1% | -14.7% |
| All | +3,259.9% | +132.6% | +3,127.3% | +1,780.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling