+580.6%
CVNA vs VWO
+62.9%
+517.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.7% |
| 7D | -7.3% | -1.8% | -5.5% | -4.5% |
| 30D | -4.6% | -0.1% | -4.5% | -4.3% |
| 3M | +2.0% | +2.2% | -0.3% | -1.6% |
| 6M | +11.7% | +8.8% | +3.0% | -3.3% |
| YTD | -18.1% | +12.4% | -30.5% | -33.6% |
| 1Y | -2.4% | +15.6% | -18.0% | -24.2% |
| 3Y | +580.6% | +62.5% | +518.1% | +121.8% |
| All | +580.6% | +62.9% | +517.7% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling