+904.8%
CVNA vs USAR
+68.6%
+836.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.7% |
| 7D | -1.0% | -4.4% | +3.4% | -0.9% |
| 30D | -1.0% | -10.4% | +9.4% | -0.7% |
| 3M | +5.5% | -18.4% | +23.8% | +5.8% |
| 6M | +11.8% | -8.8% | +20.6% | +11.7% |
| YTD | -13.0% | +43.4% | -56.4% | -12.6% |
| 1Y | -2.1% | +21.0% | -23.1% | -1.4% |
| 3Y | +681.6% | +67.7% | +613.9% | +524.2% |
| All | +904.8% | +68.6% | +836.2% | +550.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling