+3,159.9%
CVNA vs URI
+945.4%
+2,214.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +3.1% |
| 7D | -1.6% | +6.7% | -8.4% | -6.5% |
| 30D | +24.9% | +8.9% | +16.0% | +16.6% |
| 3M | -1.8% | +0.5% | -2.3% | -3.4% |
| 6M | +3.5% | +20.7% | -17.1% | -13.2% |
| YTD | -14.3% | +40.0% | -54.3% | -40.4% |
| 1Y | +13.6% | +34.4% | -20.8% | -18.6% |
| 3Y | +1,163.4% | +149.5% | +1,014.0% | +428.2% |
| 5Y | +22.9% | +205.6% | -182.7% | -53.4% |
| All | +3,159.9% | +945.4% | +2,214.5% | +384.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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