+25.2%
CVNA vs VSXY
+210.1%
-185.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.4% | +0.4% | +8.2% |
| 7D | +31.3% | +14.2% | +17.1% | +30.1% |
| 30D | +21.7% | +21.9% | -0.1% | +20.1% |
| 3M | +14.0% | +22.1% | -8.1% | +12.3% |
| 6M | +3.0% | +116.7% | -113.7% | -4.2% |
| YTD | -8.1% | +101.1% | -109.2% | -13.0% |
| 1Y | +25.2% | +208.0% | -182.8% | +15.0% |
| All | +25.2% | +210.1% | -185.0% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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