+70.7%
VZ vs CVNA
+2,635.9%
-2,565.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.6% |
| 7D | +0.9% | -4.8% | +5.7% | +1.0% |
| 30D | +8.9% | +24.1% | -15.2% | +8.5% |
| 3M | +0.1% | +2.6% | -2.5% | 0.0% |
| 6M | +1.9% | -3.1% | +5.0% | +1.8% |
| YTD | +22.0% | -12.5% | +34.5% | +21.9% |
| 1Y | +22.1% | +13.0% | +9.1% | +21.4% |
| 3Y | +58.7% | +1,165.3% | -1,106.7% | +47.8% |
| 5Y | +22.3% | +29.0% | -6.7% | +14.9% |
| All | +70.7% | +2,635.9% | -2,565.3% | +49.4% |
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 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