+81.8%
VZ vs CVNA
+2,667.4%
-2,585.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +0.2% | +3.5% | -3.3% | +0.2% |
| 30D | +7.1% | +5.5% | +1.7% | +7.0% |
| 3M | +12.8% | +7.6% | +5.2% | +12.6% |
| 6M | +1.8% | +17.6% | -15.8% | +1.4% |
| YTD | +30.0% | -11.5% | +41.5% | +29.9% |
| 1Y | +24.3% | +0.4% | +23.9% | +23.8% |
| 3Y | +84.3% | +695.6% | -611.3% | +73.4% |
| 5Y | +25.9% | +13.6% | +12.3% | +18.7% |
| All | +81.8% | +2,667.4% | -2,585.6% | +59.2% |
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 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