+3,259.9%
CVNA vs USFR
+27.3%
+3,232.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.5% |
| 7D | +0.7% | +0.1% | +0.7% | +0.6% |
| 30D | +7.4% | +0.3% | +7.1% | +6.8% |
| 3M | +12.7% | +1.0% | +11.7% | +10.8% |
| 6M | +17.9% | +1.9% | +16.0% | +14.0% |
| YTD | -11.6% | +2.6% | -14.2% | -15.6% |
| 1Y | +0.8% | +4.0% | -3.3% | -6.3% |
| 3Y | +633.4% | +14.1% | +619.3% | +474.9% |
| 5Y | +13.5% | +20.4% | -6.9% | -21.9% |
| All | +3,259.9% | +27.3% | +3,232.7% | +1,898.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling