+25.2%
CVNA vs VUG
+4.9%
+20.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +6.7% |
| 7D | +31.3% | -3.0% | +34.4% | +36.6% |
| 30D | +21.7% | -6.4% | +28.2% | +33.7% |
| 3M | +14.0% | -3.2% | +17.2% | +19.0% |
| 6M | +3.0% | +3.1% | -0.1% | -3.5% |
| YTD | -8.1% | +6.3% | -14.4% | -17.4% |
| 1Y | +25.2% | +5.2% | +20.0% | +16.4% |
| All | +25.2% | +4.9% | +20.3% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling