+13.3%
CVNA vs OUST
+41.3%
-28.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.1% |
| 7D | +2.4% | +31.9% | -29.4% | -2.0% |
| 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% | -19.2% |
| YTD | -13.5% | +76.6% | -90.1% | -31.6% |
| 1Y | +13.3% | +48.9% | -35.6% | -4.3% |
| All | +13.3% | +41.3% | -28.0% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling