+3,159.9%
CVNA vs URA
+200.7%
+2,959.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +3.2% |
| 7D | -1.6% | -1.5% | -0.1% | -0.7% |
| 30D | +24.9% | -10.4% | +35.3% | +33.3% |
| 3M | -1.8% | -29.6% | +27.8% | +21.9% |
| 6M | +3.5% | -40.3% | +43.8% | +40.2% |
| YTD | -14.3% | -25.5% | +11.2% | -5.5% |
| 1Y | +13.6% | -26.4% | +40.0% | +25.6% |
| 3Y | +1,163.4% | +31.4% | +1,132.0% | +690.7% |
| 5Y | +22.9% | +28.6% | -5.7% | -21.7% |
| All | +3,159.9% | +200.7% | +2,959.2% | +641.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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