+10.7%
CVNA vs VSXY
+37.7%
-27.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -0.5% |
| 7D | -1.0% | -10.7% | +9.7% | +2.7% |
| 30D | -1.0% | -24.3% | +23.2% | +9.1% |
| 3M | +5.5% | +1.0% | +4.4% | +3.7% |
| 6M | +11.8% | +57.4% | -45.5% | -14.9% |
| YTD | -13.0% | +39.8% | -52.8% | -31.2% |
| 1Y | -2.1% | +196.5% | -198.6% | -45.9% |
| 3Y | +681.6% | +357.2% | +324.4% | +174.4% |
| 5Y | +11.6% | +18.9% | -7.3% | -25.0% |
| All | +10.7% | +37.7% | -27.0% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling