+3,393.7%
CVNA vs USB
+68.8%
+3,324.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.9% | +6.9% | +7.4% |
| 7D | +31.3% | +2.4% | +28.9% | +29.4% |
| 30D | +21.7% | +6.6% | +15.2% | +16.4% |
| 3M | +14.0% | -4.1% | +18.1% | +17.5% |
| 6M | +3.0% | +12.5% | -9.5% | -6.0% |
| YTD | -8.1% | +17.6% | -25.7% | -18.3% |
| 1Y | +25.2% | +36.5% | -11.3% | -0.1% |
| 3Y | +1,101.4% | +95.4% | +1,006.0% | +660.7% |
| 5Y | +29.0% | +26.1% | +2.9% | +5.5% |
| All | +3,393.7% | +68.8% | +3,324.9% | +2,485.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling