+3,335.1%
CVNA vs UAL
+69.9%
+3,265.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | 0.0% |
| 7D | +5.9% | +10.2% | -4.3% | +0.6% |
| 30D | +19.7% | +12.0% | +7.6% | +12.7% |
| 3M | +7.6% | -7.1% | +14.7% | +11.7% |
| 6M | -2.2% | +20.9% | -23.0% | -12.9% |
| YTD | -9.6% | +7.7% | -17.3% | -15.3% |
| 1Y | +25.4% | +23.6% | +1.9% | +8.6% |
| 3Y | +1,152.6% | +222.6% | +930.1% | +504.7% |
| 5Y | +28.9% | +127.9% | -99.1% | -22.2% |
| All | +3,335.1% | +69.9% | +3,265.3% | +2,051.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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