+3,065.8%
CVNA vs VSH
+123.4%
+2,942.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.3% | -3.7% |
| 7D | -4.3% | +3.1% | -7.4% | -6.1% |
| 30D | -2.4% | -5.7% | +3.3% | +0.5% |
| 3M | +4.5% | -42.5% | +47.0% | +35.2% |
| 6M | +10.2% | +82.7% | -72.4% | -43.3% |
| YTD | -16.7% | +118.2% | -135.0% | -64.0% |
| 1Y | -3.8% | +109.7% | -113.4% | -57.7% |
| 3Y | +648.3% | +35.3% | +613.0% | +334.8% |
| 5Y | +6.6% | +65.6% | -59.0% | -46.3% |
| All | +3,065.8% | +123.4% | +2,942.4% | +1,112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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