+13.6%
CVNA vs USFD
+214.9%
-201.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.1% |
| 7D | +3.5% | -3.3% | +6.9% | +7.0% |
| 30D | +5.5% | -5.3% | +10.8% | +11.2% |
| 3M | +7.6% | +18.8% | -11.2% | -11.9% |
| 6M | +17.6% | +14.3% | +3.3% | -0.7% |
| YTD | -11.5% | +36.9% | -48.3% | -42.1% |
| 1Y | +0.4% | +31.7% | -31.3% | -31.9% |
| 3Y | +695.6% | +164.5% | +531.1% | +131.9% |
| 5Y | +13.6% | +212.6% | -199.0% | -70.4% |
| All | +13.6% | +214.9% | -201.3% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling