+3,335.1%
CVNA vs USFD
+286.2%
+3,049.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +1.8% |
| 7D | +5.9% | +3.9% | +2.0% | +3.7% |
| 30D | +19.7% | +12.8% | +6.8% | +11.6% |
| 3M | +7.6% | +1.0% | +6.7% | +7.0% |
| 6M | -2.2% | +30.3% | -32.4% | -17.3% |
| YTD | -9.6% | +46.0% | -55.6% | -30.4% |
| 1Y | +25.4% | +49.6% | -24.2% | -5.0% |
| 3Y | +1,152.6% | +166.3% | +986.4% | +587.2% |
| 5Y | +28.9% | +208.4% | -179.5% | -31.5% |
| All | +3,335.1% | +286.2% | +3,049.0% | +1,167.3% |
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 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