+3,159.9%
CVNA vs VUG
+335.2%
+2,824.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +4.1% |
| 7D | -1.6% | +2.5% | -4.1% | -6.6% |
| 30D | +24.9% | -6.3% | +31.1% | +41.2% |
| 3M | -1.8% | -6.0% | +4.2% | +10.4% |
| 6M | +3.5% | -3.5% | +7.1% | +9.4% |
| YTD | -14.3% | +3.9% | -18.2% | -22.4% |
| 1Y | +13.6% | +5.1% | +8.5% | +0.6% |
| 3Y | +1,163.4% | +77.9% | +1,085.6% | +274.5% |
| 5Y | +22.9% | +62.4% | -39.5% | -42.5% |
| All | +3,159.9% | +335.2% | +2,824.7% | +217.1% |
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