+1,007.0%
CVNA vs OUST
+626.4%
+380.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +14.0% | -11.9% | -0.4% |
| 7D | +7.7% | +17.0% | -9.3% | +4.5% |
| 30D | +17.2% | -16.5% | +33.7% | +20.2% |
| 3M | +7.7% | -23.7% | +31.3% | +11.4% |
| 6M | -5.5% | +18.4% | -23.9% | -14.7% |
| YTD | -12.8% | +60.8% | -73.6% | -27.1% |
| 1Y | +26.8% | +44.2% | -17.4% | +7.9% |
| 3Y | +1,007.0% | +668.1% | +338.9% | +417.9% |
| All | +1,007.0% | +626.4% | +380.6% | +417.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling