+622.4%
CVNA vs VSH
+35.1%
+587.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | -1.0% | +3.5% | -4.5% | -2.2% |
| 30D | -1.0% | -4.4% | +3.4% | +0.2% |
| 3M | +5.5% | -45.8% | +51.3% | +28.5% |
| 6M | +11.8% | +90.1% | -78.3% | -32.8% |
| YTD | -13.0% | +120.3% | -133.4% | -53.5% |
| 1Y | -2.1% | +112.2% | -114.4% | -46.8% |
| All | +622.4% | +35.1% | +587.3% | +461.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling