+3,159.9%
CVNA vs UAL
+54.2%
+3,105.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +3.1% |
| 7D | -1.6% | -3.0% | +1.4% | -0.1% |
| 30D | +24.9% | +10.5% | +14.4% | +18.4% |
| 3M | -1.8% | -13.5% | +11.7% | +6.2% |
| 6M | +3.5% | +14.2% | -10.7% | -5.0% |
| YTD | -14.3% | -2.2% | -12.0% | -15.3% |
| 1Y | +13.6% | +12.5% | +1.1% | +3.6% |
| 3Y | +1,163.4% | +186.8% | +976.6% | +550.2% |
| 5Y | +22.9% | +119.4% | -96.5% | -23.6% |
| All | +3,159.9% | +54.2% | +3,105.7% | +2,050.7% |
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