+27.1%
CVNA vs URA
+32.3%
-5.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -2.4% |
| 7D | +2.4% | +0.3% | +2.1% | +2.2% |
| 30D | +14.6% | -14.8% | +29.4% | +26.6% |
| 3M | -1.5% | -25.3% | +23.8% | +17.7% |
| 6M | -6.3% | -39.9% | +33.6% | +27.0% |
| YTD | -13.5% | -22.4% | +8.9% | -8.1% |
| 1Y | +13.3% | -29.0% | +42.3% | +27.7% |
| 3Y | +1,150.8% | +41.0% | +1,109.8% | +543.1% |
| 5Y | +27.1% | +38.3% | -11.2% | -44.5% |
| All | +27.1% | +32.3% | -5.2% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling