+3,214.0%
CVNA vs VST
+856.7%
+2,357.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.6% | -8.5% | -2.2% |
| 7D | +7.7% | -9.8% | +17.5% | +10.9% |
| 30D | +17.2% | -25.1% | +42.4% | +29.8% |
| 3M | +7.7% | -11.6% | +19.2% | +10.7% |
| 6M | -5.5% | -20.9% | +15.4% | +0.1% |
| YTD | -12.8% | -22.3% | +9.5% | -8.7% |
| 1Y | +26.8% | -32.0% | +58.8% | +40.3% |
| 3Y | +1,007.0% | +262.4% | +744.6% | +404.6% |
| 5Y | +23.5% | +563.4% | -539.9% | -56.7% |
| All | +3,214.0% | +856.7% | +2,357.3% | +651.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling