+74.7%
CVNA vs OUST
-62.4%
+137.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.1% |
| 7D | +0.7% | +5.2% | -4.5% | -0.8% |
| 30D | +7.4% | -19.3% | +26.6% | +13.5% |
| 3M | +12.7% | -22.6% | +35.3% | +13.4% |
| 6M | +17.9% | +62.8% | -44.9% | -11.8% |
| YTD | -11.6% | +68.3% | -80.0% | -35.5% |
| 1Y | +0.8% | +28.5% | -27.8% | -22.6% |
| 3Y | +633.4% | +554.0% | +79.4% | +112.5% |
| 5Y | +13.5% | -56.2% | +69.7% | -29.1% |
| All | +74.7% | -62.4% | +137.2% | +12.9% |
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 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