+3,065.8%
CVNA vs VO
+161.8%
+2,904.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -2.1% |
| 7D | -4.3% | -2.5% | -1.8% | +1.6% |
| 30D | -2.4% | -3.2% | +0.8% | +5.6% |
| 3M | +4.5% | +3.9% | +0.6% | -3.9% |
| 6M | +10.2% | +9.6% | +0.6% | -10.1% |
| YTD | -16.7% | +11.6% | -28.3% | -34.7% |
| 1Y | -3.8% | +12.6% | -16.4% | -25.9% |
| 3Y | +648.3% | +55.4% | +592.9% | +203.2% |
| 5Y | +6.6% | +41.8% | -35.3% | -30.2% |
| All | +3,065.8% | +161.8% | +2,904.0% | +691.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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