+69.5%
CVNA vs OUST
-65.5%
+135.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.5% | +10.7% | +4.7% |
| 7D | -1.6% | -3.8% | +2.1% | -0.8% |
| 30D | +24.9% | +5.1% | +19.8% | +21.2% |
| 3M | -1.8% | -25.8% | +24.0% | +4.6% |
| 6M | +3.5% | -2.0% | +5.6% | -6.8% |
| YTD | -14.3% | +54.7% | -69.0% | -37.2% |
| 1Y | +13.6% | +48.8% | -35.2% | -16.3% |
| 3Y | +1,163.4% | +607.8% | +555.6% | +248.2% |
| 5Y | +22.9% | -52.7% | +75.6% | -24.5% |
| All | +69.5% | -65.5% | +135.0% | +10.0% |
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