+397.6%
VRT vs CVNA
+1,126.0%
-728.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.5% |
| 7D | +18.6% | -1.7% | +20.3% | +19.2% |
| 30D | -11.7% | +17.3% | -29.0% | -15.6% |
| 3M | -27.3% | -2.3% | -25.0% | -27.6% |
| 6M | -42.9% | -3.9% | -39.0% | -43.6% |
| YTD | +29.5% | -16.1% | +45.6% | +29.8% |
| 1Y | +21.0% | +7.9% | +13.1% | +12.6% |
| All | +397.6% | +1,126.0% | -728.4% | +210.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling