+25.7%
CVNA vs OUST
-49.1%
+74.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +14.0% | -11.9% | -2.5% |
| 7D | +7.7% | +17.0% | -9.3% | +1.9% |
| 30D | +17.2% | -16.5% | +33.7% | +22.5% |
| 3M | +7.7% | -23.7% | +31.3% | +14.0% |
| 6M | -5.5% | +18.4% | -23.9% | -23.3% |
| YTD | -12.8% | +60.8% | -73.6% | -38.7% |
| 1Y | +26.8% | +44.2% | -17.4% | -8.0% |
| 3Y | +1,007.0% | +668.1% | +338.9% | +135.0% |
| All | +25.7% | -49.1% | +74.7% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling