+3,259.9%
CVNA vs URA
+335.0%
+2,924.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.1% |
| 7D | +0.7% | +1.1% | -0.3% | 0.0% |
| 30D | +7.4% | +7.4% | 0.0% | +1.9% |
| 3M | +12.7% | -8.4% | +21.1% | +17.1% |
| 6M | +17.9% | -12.7% | +30.6% | +24.2% |
| YTD | -11.6% | +7.8% | -19.4% | -22.7% |
| 1Y | +0.8% | +19.5% | -18.7% | -20.9% |
| 3Y | +633.4% | +116.4% | +517.0% | +220.9% |
| 5Y | +13.5% | +134.3% | -120.8% | -53.2% |
| All | +3,259.9% | +335.0% | +2,924.9% | +506.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling