+3,214.0%
CVNA vs USB
+64.5%
+3,149.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | +7.7% | 0.0% | +7.7% | +8.0% |
| 30D | +17.2% | +5.8% | +11.4% | +12.8% |
| 3M | +7.7% | -6.0% | +13.6% | +12.6% |
| 6M | -5.5% | +7.8% | -13.3% | -11.0% |
| YTD | -12.8% | +14.6% | -27.4% | -20.9% |
| 1Y | +26.8% | +31.8% | -5.0% | +3.9% |
| 3Y | +1,007.0% | +91.5% | +915.5% | +612.3% |
| 5Y | +23.5% | +22.0% | +1.4% | +3.4% |
| All | +3,214.0% | +64.5% | +3,149.5% | +2,402.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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