+3,227.5%
CVNA vs URA
+217.7%
+3,009.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.2% |
| 7D | -4.8% | +2.9% | -7.6% | -6.5% |
| 30D | +24.1% | -10.8% | +34.9% | +32.9% |
| 3M | +2.6% | -25.5% | +28.1% | +22.8% |
| 6M | -3.1% | -41.2% | +38.1% | +32.8% |
| YTD | -12.5% | -21.3% | +8.8% | -6.9% |
| 1Y | +13.0% | -25.7% | +38.7% | +24.5% |
| 3Y | +1,165.3% | +43.1% | +1,122.3% | +644.6% |
| 5Y | +29.0% | +35.6% | -6.6% | -20.6% |
| All | +3,227.5% | +217.7% | +3,009.8% | +630.5% |
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 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