+6.1%
CVNA vs VTR
+87.5%
-81.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -7.3% | -0.3% | -7.0% | -7.1% |
| 30D | -4.6% | +1.1% | -5.7% | -5.4% |
| 3M | +2.0% | +7.9% | -5.9% | -5.0% |
| 6M | +11.7% | +6.2% | +5.6% | +4.3% |
| YTD | -18.1% | +17.7% | -35.8% | -30.6% |
| 1Y | -2.4% | +32.9% | -35.3% | -27.6% |
| 3Y | +580.6% | +129.7% | +450.9% | +175.1% |
| All | +6.1% | +87.5% | -81.5% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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