+580.6%
CVNA vs OSCR
+401.8%
+178.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -7.3% | +1.6% | -8.9% | -7.6% |
| 30D | -4.6% | +10.7% | -15.3% | -6.8% |
| 3M | +2.0% | +13.4% | -11.4% | -1.6% |
| 6M | +11.7% | +144.6% | -132.8% | -10.1% |
| YTD | -18.1% | +128.0% | -146.1% | -33.4% |
| 1Y | -2.4% | +68.7% | -71.0% | -16.8% |
| 3Y | +580.6% | +398.8% | +181.8% | +165.2% |
| All | +580.6% | +401.8% | +178.7% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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