+580.6%
CVNA vs USHY
+27.0%
+553.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.8% |
| 7D | -7.3% | -0.7% | -6.6% | -2.5% |
| 30D | -4.6% | -0.7% | -3.9% | +0.5% |
| 3M | +2.0% | +0.1% | +1.9% | +2.6% |
| 6M | +11.7% | +1.8% | +10.0% | +0.7% |
| YTD | -18.1% | +1.8% | -19.8% | -25.7% |
| 1Y | -2.4% | +3.3% | -5.7% | -19.6% |
| 3Y | +580.6% | +27.0% | +553.6% | +47.3% |
| All | +580.6% | +27.0% | +553.5% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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