+3,015.3%
CVNA vs UL
+48.4%
+2,967.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | -7.3% | -3.4% | -3.9% | -5.6% |
| 30D | -4.6% | +0.5% | -5.1% | -4.8% |
| 3M | +2.0% | +7.2% | -5.3% | -2.0% |
| 6M | +11.7% | -3.1% | +14.8% | +13.0% |
| YTD | -18.1% | -2.7% | -15.3% | -17.9% |
| 1Y | -2.4% | -10.2% | +7.9% | +1.4% |
| 3Y | +580.6% | +20.3% | +560.3% | +464.1% |
| 5Y | +4.9% | +19.9% | -15.1% | -15.0% |
| All | +3,015.3% | +48.4% | +2,967.0% | +2,130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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