+3,146.8%
CVNA vs VT
+177.4%
+2,969.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.1% | -3.0% | +2.9% |
| 7D | +5.5% | -4.2% | +9.7% | +17.2% |
| 30D | +12.8% | -5.8% | +18.6% | +30.8% |
| 3M | +3.7% | -5.2% | +9.0% | +18.8% |
| 6M | -4.9% | +0.1% | -5.1% | -5.7% |
| YTD | -14.6% | +8.2% | -22.8% | -29.6% |
| 1Y | +16.4% | +10.1% | +6.3% | -7.7% |
| 3Y | +1,016.5% | +69.7% | +946.8% | +231.7% |
| 5Y | +21.0% | +53.4% | -32.4% | -42.4% |
| All | +3,146.8% | +177.4% | +2,969.4% | +446.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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