+29.0%
CVNA vs VST
+641.9%
-612.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.6% | +0.4% |
| 7D | -4.8% | +10.9% | -15.7% | -8.9% |
| 30D | +24.1% | -15.6% | +39.7% | +31.2% |
| 3M | +2.6% | -7.8% | +10.4% | +3.7% |
| 6M | -3.1% | -12.0% | +8.9% | -1.7% |
| YTD | -12.5% | -16.9% | +4.4% | -10.9% |
| 1Y | +13.0% | -25.1% | +38.1% | +20.4% |
| 3Y | +1,165.3% | +297.1% | +868.3% | +314.2% |
| 5Y | +29.0% | +641.9% | -612.9% | -71.1% |
| All | +29.0% | +641.9% | -612.9% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling