+3,265.8%
CVNA vs USO
+77.4%
+3,188.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.2% |
| 7D | +3.5% | +3.6% | 0.0% | +3.1% |
| 30D | +5.5% | +23.8% | -18.3% | +2.6% |
| 3M | +7.6% | +8.1% | -0.5% | +5.9% |
| 6M | +17.6% | +34.3% | -16.7% | +9.4% |
| YTD | -11.5% | +111.1% | -122.6% | -25.2% |
| 1Y | +0.4% | +99.9% | -99.6% | -14.5% |
| 3Y | +695.6% | +86.5% | +609.1% | +580.0% |
| 5Y | +13.6% | +200.5% | -186.9% | -18.5% |
| All | +3,265.8% | +77.4% | +3,188.4% | +3,166.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling