+3,206.8%
CVNA vs UMC
+1,767.0%
+1,439.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.7% | -3.9% |
| 7D | -1.0% | +13.6% | -14.6% | -7.8% |
| 30D | -1.0% | +20.8% | -21.8% | -11.1% |
| 3M | +5.5% | +16.1% | -10.7% | -8.6% |
| 6M | +11.8% | +137.3% | -125.5% | -39.1% |
| YTD | -13.0% | +193.8% | -206.8% | -60.1% |
| 1Y | -2.1% | +236.1% | -238.2% | -59.0% |
| 3Y | +681.6% | +267.1% | +414.5% | +196.3% |
| 5Y | +11.6% | +145.3% | -133.6% | -45.8% |
| All | +3,206.8% | +1,767.0% | +1,439.8% | +662.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling