+122.8%
CVNA vs U
-43.3%
+166.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | -1.0% | +4.4% | -5.4% | -3.7% |
| 30D | -1.0% | -1.3% | +0.3% | -0.7% |
| 3M | +5.5% | +49.6% | -44.1% | -20.0% |
| 6M | +11.8% | +100.2% | -88.4% | -31.3% |
| YTD | -13.0% | -3.7% | -9.3% | -21.3% |
| 1Y | -2.1% | -6.5% | +4.4% | -12.4% |
| 3Y | +681.6% | +12.9% | +668.7% | +384.3% |
| 5Y | +11.6% | -68.3% | +79.9% | +41.3% |
| All | +122.8% | -43.3% | +166.0% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling