+538.5%
CVNA vs UMAC
+473.8%
+64.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.4% |
| 7D | -7.3% | -3.4% | -3.9% | -7.0% |
| 30D | -4.6% | -15.1% | +10.5% | -3.8% |
| 3M | +2.0% | -10.8% | +12.7% | +1.5% |
| 6M | +11.7% | +15.7% | -3.9% | +5.3% |
| YTD | -18.1% | +80.1% | -98.2% | -26.7% |
| 1Y | -2.4% | +116.7% | -119.1% | -15.2% |
| All | +538.5% | +473.8% | +64.7% | +323.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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