+3,206.8%
CVNA vs UAL
+51.1%
+3,155.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.2% |
| 7D | -1.0% | -1.1% | +0.1% | -0.4% |
| 30D | -1.0% | -13.4% | +12.4% | +6.9% |
| 3M | +5.5% | -2.3% | +7.7% | +5.6% |
| 6M | +11.8% | +13.3% | -1.5% | +2.2% |
| YTD | -13.0% | -4.2% | -8.8% | -13.2% |
| 1Y | -2.1% | +1.4% | -3.5% | -5.9% |
| 3Y | +681.6% | +125.8% | +555.8% | +357.4% |
| 5Y | +11.6% | +130.0% | -118.3% | -32.2% |
| All | +3,206.8% | +51.1% | +3,155.6% | +2,103.9% |
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