+911.1%
CVNA vs USAR
-18.3%
+929.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | +1.0% |
| 7D | -4.8% | +0.8% | -5.6% | -4.8% |
| 30D | +24.1% | -30.1% | +54.2% | +25.5% |
| 3M | +2.6% | -56.3% | +58.9% | +5.2% |
| 6M | -3.1% | -68.6% | +65.5% | -0.2% |
| YTD | -12.5% | -30.5% | +18.1% | -10.1% |
| 1Y | +13.0% | -53.5% | +66.5% | +15.7% |
| 3Y | +1,165.3% | -19.3% | +1,184.6% | +980.5% |
| All | +911.1% | -18.3% | +929.4% | +569.7% |
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 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