+21.4%
CVNA vs VSH
+38.9%
-17.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +4.1% |
| 7D | -1.6% | +14.3% | -16.0% | -8.3% |
| 30D | +24.9% | -7.9% | +32.7% | +26.4% |
| 3M | -1.8% | -19.9% | +18.1% | +4.6% |
| 6M | +3.5% | -30.5% | +34.1% | +3.4% |
| YTD | -14.3% | +85.7% | -99.9% | -61.4% |
| 1Y | +13.6% | +98.9% | -85.3% | -51.8% |
| 3Y | +1,163.4% | +32.1% | +1,131.4% | +592.9% |
| All | +21.4% | +38.9% | -17.6% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling