+591.6%
CVNA vs USFR
+14.1%
+577.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -2.4% | +0.3% | -2.7% | -2.7% |
| 3M | +4.5% | +1.0% | +3.5% | +3.6% |
| 6M | +10.2% | +1.9% | +8.3% | +7.5% |
| YTD | -16.7% | +2.7% | -19.4% | -19.8% |
| 1Y | -3.8% | +4.0% | -7.8% | -9.8% |
| All | +591.6% | +14.1% | +577.5% | +434.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling