+3,015.3%
CVNA vs UNP
+208.4%
+2,806.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.1% |
| 7D | -7.3% | -1.8% | -5.5% | -5.6% |
| 30D | -4.6% | -2.7% | -1.9% | -2.3% |
| 3M | +2.0% | +6.5% | -4.5% | -5.5% |
| 6M | +11.7% | +14.4% | -2.6% | -5.0% |
| YTD | -18.1% | +24.8% | -42.9% | -36.8% |
| 1Y | -2.4% | +34.4% | -36.8% | -31.0% |
| 3Y | +580.6% | +43.6% | +537.0% | +354.7% |
| 5Y | +4.9% | +53.2% | -48.3% | -32.5% |
| All | +3,015.3% | +208.4% | +2,806.9% | +1,163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 10y: compounded portfolio wealth divided by compounded UNP 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…
10y analysis · Full analysis span regression · 6 months rolling