+3,159.9%
CVNA vs VRSN
+250.2%
+2,909.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.0% |
| 7D | -1.6% | +1.4% | -3.0% | -3.2% |
| 30D | +24.9% | +3.9% | +21.0% | +19.7% |
| 3M | -1.8% | +9.3% | -11.1% | -11.3% |
| 6M | +3.5% | +6.7% | -3.1% | -6.9% |
| YTD | -14.3% | +30.0% | -44.3% | -41.2% |
| 1Y | +13.6% | +26.0% | -12.4% | -19.5% |
| 3Y | +1,163.4% | +53.1% | +1,110.3% | +548.8% |
| 5Y | +22.9% | +35.0% | -12.1% | -18.1% |
| All | +3,159.9% | +250.2% | +2,909.7% | +1,113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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