+1,189.6%
CVNA vs VST
+297.1%
+892.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.6% | +0.5% |
| 7D | -4.8% | +10.9% | -15.7% | -8.3% |
| 30D | +24.1% | -15.6% | +39.7% | +30.3% |
| 3M | +2.6% | -7.8% | +10.4% | +3.6% |
| 6M | -3.1% | -12.0% | +8.9% | -1.8% |
| YTD | -12.5% | -16.9% | +4.4% | -10.9% |
| 1Y | +13.0% | -25.1% | +38.1% | +19.7% |
| All | +1,189.6% | +297.1% | +892.6% | +356.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling