+3,206.8%
CVNA vs USFD
+242.3%
+2,964.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | +1.5% |
| 7D | -1.0% | -7.0% | +6.0% | +3.3% |
| 30D | -1.0% | -10.3% | +9.3% | +5.4% |
| 3M | +5.5% | +9.2% | -3.7% | -1.0% |
| 6M | +11.8% | +7.4% | +4.4% | +5.6% |
| YTD | -13.0% | +29.4% | -42.4% | -28.1% |
| 1Y | -2.1% | +24.8% | -27.0% | -17.5% |
| 3Y | +681.6% | +150.0% | +531.6% | +344.9% |
| 5Y | +11.6% | +195.5% | -183.9% | -38.8% |
| All | +3,206.8% | +242.3% | +2,964.5% | +1,208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded USFD 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling