+68.7%
VZ vs CVNA
+2,724.4%
-2,655.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.8% | +0.8% |
| 7D | +2.2% | +5.9% | -3.7% | +2.1% |
| 30D | +10.6% | +19.7% | -9.1% | +10.2% |
| 3M | -0.6% | +7.6% | -8.2% | -0.8% |
| 6M | +0.7% | -2.2% | +2.9% | +0.6% |
| YTD | +20.6% | -9.6% | +30.3% | +20.5% |
| 1Y | +22.7% | +25.4% | -2.7% | +21.8% |
| 3Y | +57.2% | +1,152.6% | -1,095.4% | +46.5% |
| 5Y | +21.4% | +28.9% | -7.5% | +14.0% |
| All | +68.7% | +2,724.4% | -2,655.8% | +47.6% |
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