-3.8%
CVNA vs VUG
+11.8%
-15.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -3.4% |
| 7D | -4.3% | -1.9% | -2.4% | -1.2% |
| 30D | -2.4% | -1.6% | -0.8% | +0.3% |
| 3M | +4.5% | +4.4% | +0.1% | -2.5% |
| 6M | +10.2% | +13.2% | -3.0% | -13.0% |
| YTD | -16.7% | +7.5% | -24.2% | -26.5% |
| 1Y | -3.8% | +12.5% | -16.2% | -16.6% |
| All | -3.8% | +11.8% | -15.5% | -16.6% |
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