+3,214.0%
CVNA vs USFD
+274.7%
+2,939.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.2% | +2.2% |
| 7D | +7.7% | +3.0% | +4.8% | +6.0% |
| 30D | +17.2% | +11.1% | +6.2% | +10.4% |
| 3M | +7.7% | -0.3% | +7.9% | +7.8% |
| 6M | -5.5% | +15.9% | -21.4% | -14.5% |
| YTD | -12.8% | +41.6% | -54.5% | -31.6% |
| 1Y | +26.8% | +49.4% | -22.6% | -3.9% |
| 3Y | +1,007.0% | +157.8% | +849.1% | +518.8% |
| 5Y | +23.5% | +176.6% | -153.1% | -31.0% |
| All | +3,214.0% | +274.7% | +2,939.3% | +1,144.7% |
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