+1,163.4%
CVNA vs UL
+36.1%
+1,127.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | +24.9% | +4.5% | +20.4% | +24.7% |
| 3M | -1.8% | +6.5% | -8.3% | -2.0% |
| 6M | +3.5% | +18.2% | -14.6% | +3.8% |
| YTD | -14.3% | +4.7% | -18.9% | -15.0% |
| 1Y | +13.6% | +0.8% | +12.8% | +12.4% |
| 3Y | +1,163.4% | +35.9% | +1,127.6% | +919.6% |
| All | +1,163.4% | +36.1% | +1,127.4% | +919.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling