+3,206.8%
CVNA vs VYM
+176.7%
+3,030.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -0.8% |
| 7D | -1.0% | -1.0% | 0.0% | +0.8% |
| 30D | -1.0% | -2.0% | +1.0% | +2.9% |
| 3M | +5.5% | +3.1% | +2.4% | -0.4% |
| 6M | +11.8% | +8.9% | +2.9% | -4.7% |
| YTD | -13.0% | +14.7% | -27.8% | -33.0% |
| 1Y | -2.1% | +19.4% | -21.5% | -30.0% |
| 3Y | +681.6% | +65.4% | +616.2% | +226.3% |
| 5Y | +11.6% | +77.6% | -65.9% | -53.2% |
| All | +3,206.8% | +176.7% | +3,030.0% | +698.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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