+3,091.0%
CVNA vs VUG
+339.2%
+2,751.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.6% |
| 7D | -1.7% | +4.4% | -6.1% | -10.1% |
| 30D | +17.3% | -7.3% | +24.7% | +36.1% |
| 3M | -2.3% | -4.2% | +2.0% | +5.7% |
| 6M | -3.9% | -1.6% | -2.3% | -2.7% |
| YTD | -16.1% | +4.9% | -21.0% | -25.4% |
| 1Y | +7.9% | +3.8% | +4.1% | -1.7% |
| 3Y | +1,113.4% | +79.4% | +1,034.0% | +253.5% |
| 5Y | +20.3% | +63.9% | -43.6% | -44.7% |
| All | +3,091.0% | +339.2% | +2,751.8% | +204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling