+68.8%
CVNA vs OUST
-68.5%
+137.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.0% | +1.9% | -4.3% |
| 7D | +5.5% | -5.0% | +10.6% | +6.9% |
| 30D | +12.8% | -32.0% | +44.9% | +25.4% |
| 3M | +3.7% | -32.4% | +36.1% | +13.9% |
| 6M | -4.9% | +6.7% | -11.6% | -18.7% |
| YTD | -14.6% | +41.0% | -55.6% | -35.3% |
| 1Y | +16.4% | +18.0% | -1.6% | -7.1% |
| 3Y | +1,016.5% | +560.6% | +455.9% | +210.6% |
| 5Y | +21.0% | -55.1% | +76.1% | -23.7% |
| All | +68.8% | -68.5% | +137.4% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling