+73.0%
CVNA vs OUST
-60.6%
+133.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -4.8% | +14.0% | -18.7% | -8.7% |
| 30D | +24.1% | +2.5% | +21.6% | +21.5% |
| 3M | +2.6% | -15.3% | +17.9% | +5.2% |
| 6M | -3.1% | +42.6% | -45.7% | -23.8% |
| YTD | -12.5% | +76.6% | -89.1% | -38.3% |
| 1Y | +13.0% | +54.1% | -41.1% | -17.2% |
| 3Y | +1,165.3% | +675.3% | +490.1% | +241.8% |
| 5Y | +29.0% | -45.1% | +74.1% | -23.9% |
| All | +73.0% | -60.6% | +133.6% | +8.1% |
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