+25.2%
CVNA vs WU
-18.0%
+43.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.4% | +3.4% | +7.4% |
| 7D | +31.3% | +8.2% | +23.1% | +28.9% |
| 30D | +21.7% | +8.0% | +13.7% | +19.4% |
| 3M | +14.0% | -6.6% | +20.7% | +15.2% |
| 6M | +3.0% | -23.3% | +26.2% | +8.8% |
| YTD | -8.1% | -22.4% | +14.3% | -2.7% |
| 1Y | +25.2% | -18.0% | +43.2% | +33.7% |
| All | +25.2% | -18.0% | +43.2% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling