+45.1%
CVNA vs AUR
-36.7%
+81.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.6% | -3.2% |
| 7D | -4.3% | +0.2% | -4.4% | -4.3% |
| 30D | -2.4% | -8.9% | +6.5% | +0.8% |
| 3M | +4.5% | +4.6% | -0.1% | +0.6% |
| 6M | +10.2% | +44.9% | -34.6% | -11.6% |
| YTD | -16.7% | +64.8% | -81.6% | -37.8% |
| 1Y | -3.8% | +16.4% | -20.1% | -17.2% |
| 3Y | +648.3% | +85.1% | +563.2% | +225.4% |
| 5Y | +6.6% | -36.1% | +42.7% | -48.0% |
| All | +45.1% | -36.7% | +81.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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