+274.2%
VOO vs CVNA
+2,667.4%
-2,393.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +0.5% | +3.5% | -3.0% | +0.3% |
| 30D | -0.9% | +5.5% | -6.4% | -1.5% |
| 3M | +3.9% | +7.6% | -3.7% | +2.9% |
| 6M | +14.5% | +17.6% | -3.1% | +12.3% |
| YTD | +13.0% | -11.5% | +24.4% | +13.0% |
| 1Y | +19.4% | +0.4% | +19.1% | +17.7% |
| 3Y | +78.9% | +695.6% | -616.7% | +43.9% |
| 5Y | +82.3% | +13.6% | +68.7% | +55.4% |
| All | +274.2% | +2,667.4% | -2,393.2% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling