+3,259.9%
CVNA vs VSH
+126.3%
+3,133.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.9% | -1.1% |
| 7D | +0.7% | +4.1% | -3.3% | -1.7% |
| 30D | +7.4% | -4.2% | +11.5% | +8.9% |
| 3M | +12.7% | -50.0% | +62.7% | +59.2% |
| 6M | +17.9% | +80.2% | -62.3% | -38.8% |
| YTD | -11.6% | +121.1% | -132.7% | -62.0% |
| 1Y | +0.8% | +112.0% | -111.2% | -56.0% |
| 3Y | +633.4% | +22.5% | +610.9% | +365.1% |
| 5Y | +13.5% | +64.0% | -50.6% | -42.3% |
| All | +3,259.9% | +126.3% | +3,133.6% | +1,176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling