+3,065.8%
CVNA vs VTRS
-45.6%
+3,111.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.5% | -3.9% |
| 7D | -4.3% | -3.3% | -1.0% | -2.7% |
| 30D | -2.4% | +1.4% | -3.8% | -3.1% |
| 3M | +4.5% | +4.6% | -0.1% | +1.6% |
| 6M | +10.2% | +18.1% | -7.8% | +0.8% |
| YTD | -16.7% | +34.7% | -51.4% | -29.4% |
| 1Y | -3.8% | +65.6% | -69.4% | -26.8% |
| 3Y | +648.3% | +83.8% | +564.5% | +416.0% |
| 5Y | +6.6% | +46.5% | -39.9% | -18.6% |
| All | +3,065.8% | -45.6% | +3,111.4% | +2,946.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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