+18.3%
CVNA vs VST
-30.9%
+49.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.3% | -3.7% | +2.2% |
| 7D | +5.9% | -0.5% | +6.4% | +5.1% |
| 30D | +19.7% | -17.1% | +36.7% | +24.1% |
| 3M | +7.6% | -4.6% | +12.2% | +7.2% |
| 6M | -2.2% | -9.1% | +6.9% | -2.9% |
| YTD | -9.6% | -16.6% | +7.0% | -9.6% |
| All | +18.3% | -30.9% | +49.2% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling