+71.0%
CVNA vs OUST
-60.6%
+131.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.0% |
| 7D | +2.4% | +31.9% | -29.4% | -6.1% |
| 30D | +14.6% | -4.2% | +18.8% | +14.5% |
| 3M | -1.5% | -9.3% | +7.7% | -1.3% |
| 6M | -6.3% | +51.7% | -58.0% | -27.9% |
| YTD | -13.5% | +76.6% | -90.1% | -39.0% |
| 1Y | +13.3% | +48.9% | -35.6% | -16.1% |
| 3Y | +1,150.8% | +675.3% | +475.5% | +237.9% |
| 5Y | +27.1% | -44.0% | +71.1% | -25.2% |
| All | +71.0% | -60.6% | +131.6% | +6.8% |
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