+65.9%
CVNA vs OUST
-62.3%
+128.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -2.8% |
| 7D | -1.7% | +19.9% | -21.6% | -7.3% |
| 30D | +17.3% | +3.6% | +13.7% | +14.5% |
| 3M | -2.3% | -20.6% | +18.4% | +2.2% |
| 6M | -3.9% | +35.1% | -39.0% | -23.1% |
| YTD | -16.1% | +69.1% | -85.2% | -40.1% |
| 1Y | +7.9% | +49.9% | -42.0% | -20.3% |
| 3Y | +1,113.4% | +642.4% | +471.0% | +232.2% |
| 5Y | +20.3% | -48.3% | +68.6% | -27.9% |
| All | +65.9% | -62.3% | +128.2% | +5.0% |
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