+13.0%
CVNA vs OUST
-56.2%
+69.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.0% |
| 7D | +0.7% | +5.2% | -4.5% | -0.9% |
| 30D | +7.4% | -19.3% | +26.6% | +13.9% |
| 3M | +12.7% | -22.6% | +35.3% | +13.3% |
| 6M | +17.9% | +62.8% | -44.9% | -13.9% |
| YTD | -11.6% | +68.3% | -80.0% | -37.3% |
| 1Y | +0.8% | +28.5% | -27.8% | -24.4% |
| 3Y | +633.4% | +554.0% | +79.4% | +78.3% |
| All | +13.0% | -56.2% | +69.1% | -19.6% |
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