+580.6%
CVNA vs UMC
+261.2%
+319.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -3.9% | -2.3% |
| 7D | -7.3% | +9.0% | -16.3% | -9.7% |
| 30D | -4.6% | +17.2% | -21.8% | -9.3% |
| 3M | +2.0% | +11.4% | -9.4% | -3.8% |
| 6M | +11.7% | +137.5% | -125.8% | -24.0% |
| YTD | -18.1% | +193.1% | -211.2% | -51.1% |
| 1Y | -2.4% | +240.3% | -242.7% | -46.4% |
| 3Y | +580.6% | +262.2% | +318.4% | +197.4% |
| All | +580.6% | +261.2% | +319.4% | +197.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling