+3,065.8%
CVNA vs VUG
+350.1%
+2,715.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -3.1% |
| 7D | -4.3% | -1.9% | -2.4% | -0.4% |
| 30D | -2.4% | -1.6% | -0.8% | +0.9% |
| 3M | +4.5% | +4.4% | +0.1% | -4.9% |
| 6M | +10.2% | +13.2% | -3.0% | -15.9% |
| YTD | -16.7% | +7.5% | -24.2% | -28.8% |
| 1Y | -3.8% | +12.5% | -16.2% | -24.4% |
| 3Y | +648.3% | +86.0% | +562.3% | +105.7% |
| 5Y | +6.6% | +76.5% | -69.9% | -57.1% |
| All | +3,065.8% | +350.1% | +2,715.6% | +190.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling