+3,189.2%
CVNA vs USFD
+285.8%
+2,903.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.2% | -4.2% |
| 7D | +2.4% | +8.4% | -5.9% | -2.2% |
| 30D | +14.6% | +12.7% | +1.8% | +6.9% |
| 3M | -1.5% | +1.1% | -2.7% | -2.2% |
| 6M | -6.3% | +30.2% | -36.5% | -20.8% |
| YTD | -13.5% | +45.8% | -59.3% | -33.3% |
| 1Y | +13.3% | +51.9% | -38.6% | -14.9% |
| 3Y | +1,150.8% | +158.5% | +992.3% | +599.0% |
| 5Y | +27.1% | +208.0% | -181.0% | -32.4% |
| All | +3,189.2% | +285.8% | +2,903.3% | +1,114.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling