+3,206.8%
CVNA vs URI
+854.7%
+2,352.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.8% |
| 7D | -1.0% | +5.0% | -6.0% | -4.6% |
| 30D | -1.0% | -9.4% | +8.4% | +6.2% |
| 3M | +5.5% | -5.8% | +11.3% | +8.1% |
| 6M | +11.8% | +25.8% | -14.0% | -12.2% |
| YTD | -13.0% | +27.9% | -40.9% | -34.7% |
| 1Y | -2.1% | +9.7% | -11.8% | -17.8% |
| 3Y | +681.6% | +128.0% | +553.6% | +253.0% |
| 5Y | +11.6% | +212.4% | -200.8% | -57.8% |
| All | +3,206.8% | +854.7% | +2,352.1% | +431.1% |
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