+3,259.9%
CVNA vs USFD
+265.4%
+2,994.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.8% |
| 7D | +0.7% | -3.0% | +3.8% | +2.5% |
| 30D | +7.4% | +3.5% | +3.8% | +4.8% |
| 3M | +12.7% | +26.6% | -13.9% | -3.1% |
| 6M | +17.9% | +11.7% | +6.2% | +9.0% |
| YTD | -11.6% | +38.1% | -49.8% | -29.7% |
| 1Y | +0.8% | +33.4% | -32.6% | -18.3% |
| 3Y | +633.4% | +155.8% | +477.6% | +311.9% |
| 5Y | +13.5% | +214.0% | -200.6% | -40.0% |
| All | +3,259.9% | +265.4% | +2,994.5% | +1,179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling