+580.6%
CVNA vs ULTA
+31.2%
+549.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.5% |
| 7D | -7.3% | -3.1% | -4.2% | -6.1% |
| 30D | -4.6% | +2.8% | -7.4% | -5.9% |
| 3M | +2.0% | +14.8% | -12.8% | -4.4% |
| 6M | +11.7% | -16.2% | +28.0% | +18.7% |
| YTD | -18.1% | -9.6% | -8.4% | -15.8% |
| 1Y | -2.4% | +4.8% | -7.2% | -7.3% |
| 3Y | +580.6% | +30.7% | +549.9% | +300.8% |
| All | +580.6% | +31.2% | +549.3% | +300.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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