+6.6%
CVNA vs VUG
+74.2%
-67.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -3.0% |
| 7D | -4.3% | -1.9% | -2.4% | +0.1% |
| 30D | -2.4% | -1.6% | -0.8% | +1.2% |
| 3M | +4.5% | +4.4% | +0.1% | -6.1% |
| 6M | +10.2% | +13.2% | -3.0% | -19.0% |
| YTD | -16.7% | +7.5% | -24.2% | -30.5% |
| 1Y | -3.8% | +12.5% | -16.2% | -27.2% |
| 3Y | +648.3% | +86.0% | +562.3% | +53.6% |
| 5Y | +6.6% | +76.5% | -69.9% | -69.4% |
| All | +6.6% | +74.2% | -67.7% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling