+3,015.3%
CVNA vs VRSK
+122.9%
+2,892.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | -7.3% | -5.2% | -2.1% | -3.1% |
| 30D | -4.6% | -2.3% | -2.3% | -3.2% |
| 3M | +2.0% | -2.9% | +4.9% | +1.8% |
| 6M | +11.7% | -12.8% | +24.5% | +20.4% |
| YTD | -18.1% | -20.8% | +2.8% | -5.6% |
| 1Y | -2.4% | -33.2% | +30.8% | +31.0% |
| 3Y | +580.6% | -26.6% | +607.2% | +661.4% |
| 5Y | +4.9% | -11.3% | +16.2% | -3.4% |
| All | +3,015.3% | +122.9% | +2,892.4% | +849.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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