+3,065.8%
CVNA vs VRSK
+122.5%
+2,943.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.2% |
| 7D | -4.3% | -7.7% | +3.4% | +2.4% |
| 30D | -2.4% | -2.8% | +0.4% | -0.5% |
| 3M | +4.5% | -3.7% | +8.2% | +5.1% |
| 6M | +10.2% | -12.8% | +23.0% | +18.7% |
| YTD | -16.7% | -21.0% | +4.2% | -3.9% |
| 1Y | -3.8% | -32.5% | +28.7% | +27.4% |
| 3Y | +648.3% | -26.5% | +674.8% | +736.1% |
| 5Y | +6.6% | -11.5% | +18.1% | -1.6% |
| All | +3,065.8% | +122.5% | +2,943.3% | +866.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling