+6.1%
CVNA vs VSXY
+22.6%
-16.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -2.8% |
| 7D | -7.3% | +0.1% | -7.4% | -7.4% |
| 30D | -4.6% | -18.7% | +14.1% | +2.8% |
| 3M | +2.0% | -4.0% | +5.9% | +2.2% |
| 6M | +11.7% | +67.5% | -55.7% | -18.9% |
| YTD | -18.1% | +39.7% | -57.7% | -36.3% |
| 1Y | -2.4% | +180.0% | -182.4% | -46.8% |
| 3Y | +580.6% | +337.3% | +243.3% | +118.4% |
| All | +6.1% | +22.6% | -16.6% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling