+846.6%
CVNA vs USAR
+53.8%
+792.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.5% |
| 7D | -7.3% | -11.6% | +4.4% | -7.0% |
| 30D | -4.6% | -15.5% | +10.9% | -4.2% |
| 3M | +2.0% | -31.0% | +33.0% | +2.8% |
| 6M | +11.7% | -26.2% | +38.0% | +11.9% |
| YTD | -18.1% | +30.8% | -48.8% | -17.5% |
| 1Y | -2.4% | +7.1% | -9.5% | -1.4% |
| 3Y | +580.6% | +53.0% | +527.6% | +445.0% |
| All | +846.6% | +53.8% | +792.9% | +514.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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