-2.4%
CVNA vs UMC
+238.8%
-241.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -3.9% | -2.0% |
| 7D | -7.3% | +9.0% | -16.3% | -8.8% |
| 30D | -4.6% | +17.2% | -21.8% | -7.6% |
| 3M | +2.0% | +11.4% | -9.4% | -1.1% |
| 6M | +11.7% | +137.5% | -125.8% | -12.7% |
| YTD | -18.1% | +193.1% | -211.2% | -41.1% |
| 1Y | -2.4% | +240.3% | -242.7% | -29.6% |
| All | -2.4% | +238.8% | -241.2% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling