+330.3%
V vs CVNA
+2,503.0%
-2,172.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.2% | +0.3% |
| 7D | -3.0% | -4.3% | +1.2% | -2.7% |
| 30D | +1.2% | -2.4% | +3.6% | +1.3% |
| 3M | +13.9% | +4.5% | +9.4% | +13.1% |
| 6M | +17.2% | +10.2% | +7.0% | +15.7% |
| YTD | +5.3% | -16.7% | +22.1% | +5.8% |
| 1Y | +9.5% | -3.8% | +13.2% | +8.3% |
| 3Y | +51.9% | +648.3% | -596.4% | +23.6% |
| 5Y | +69.6% | +6.6% | +63.0% | +50.0% |
| All | +330.3% | +2,503.0% | -2,172.7% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 10y: compounded portfolio wealth divided by compounded CVNA 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…
10y analysis · Full analysis span regression · 6 months rolling