+3,335.1%
CVNA vs VST
+926.6%
+2,408.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.3% | -3.7% | +0.7% |
| 7D | +5.9% | -0.5% | +6.4% | +4.8% |
| 30D | +19.7% | -17.1% | +36.7% | +27.2% |
| 3M | +7.6% | -4.6% | +12.2% | +7.2% |
| 6M | -2.2% | -9.1% | +6.9% | -2.1% |
| YTD | -9.6% | -16.6% | +7.0% | -8.1% |
| 1Y | +25.4% | -29.5% | +54.9% | +36.8% |
| 3Y | +1,152.6% | +297.5% | +855.1% | +449.1% |
| 5Y | +28.9% | +654.5% | -625.7% | -57.1% |
| All | +3,335.1% | +926.6% | +2,408.6% | +656.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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