+25.2%
CVNA vs VWO
+5.9%
+19.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +6.7% |
| 7D | +31.3% | -1.3% | +32.6% | +33.3% |
| 30D | +21.7% | -7.1% | +28.9% | +33.2% |
| 3M | +14.0% | -6.1% | +20.1% | +23.3% |
| 6M | +3.0% | -3.9% | +6.9% | +7.5% |
| YTD | -8.1% | +5.0% | -13.1% | -14.2% |
| 1Y | +25.2% | +6.0% | +19.2% | +16.1% |
| All | +25.2% | +5.9% | +19.3% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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