+580.6%
CVNA vs USO
+96.2%
+484.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.7% |
| 7D | -7.3% | +9.1% | -16.4% | -7.0% |
| 30D | -4.6% | +21.7% | -26.3% | -3.9% |
| 3M | +2.0% | +20.2% | -18.3% | +2.8% |
| 6M | +11.7% | +43.4% | -31.6% | +7.4% |
| YTD | -18.1% | +124.0% | -142.0% | -31.5% |
| 1Y | -2.4% | +112.2% | -114.6% | -17.3% |
| 3Y | +580.6% | +97.7% | +482.9% | +454.5% |
| All | +580.6% | +96.2% | +484.3% | +454.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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