+920.9%
CVNA vs USAR
+74.0%
+846.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.6% |
| 7D | +0.7% | -2.1% | +2.9% | +0.8% |
| 30D | +7.4% | +2.6% | +4.7% | +7.3% |
| 3M | +12.7% | -35.0% | +47.7% | +13.6% |
| 6M | +17.9% | -6.9% | +24.8% | +17.7% |
| YTD | -11.6% | +48.0% | -59.6% | -11.3% |
| 1Y | +0.8% | +24.8% | -24.1% | +1.5% |
| 3Y | +633.4% | +73.2% | +560.2% | +483.0% |
| All | +920.9% | +74.0% | +846.9% | +560.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling