+75.0%
CVNA vs OUST
-61.4%
+136.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.7% |
| 7D | +3.5% | +12.7% | -9.2% | -0.2% |
| 30D | +5.5% | -13.6% | +19.1% | +9.3% |
| 3M | +7.6% | -8.3% | +15.9% | +3.2% |
| 6M | +17.6% | +85.0% | -67.4% | -15.5% |
| YTD | -11.5% | +73.2% | -84.7% | -36.0% |
| 1Y | +0.4% | +32.5% | -32.1% | -23.5% |
| 3Y | +695.6% | +643.8% | +51.7% | +118.5% |
| 5Y | +13.6% | -52.1% | +65.7% | -30.3% |
| All | +75.0% | -61.4% | +136.4% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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