+152.5%
UNH vs CVNA
+2,461.5%
-2,308.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.3% |
| 7D | -4.5% | -7.3% | +2.7% | -4.2% |
| 30D | -6.5% | -4.6% | -2.0% | -6.4% |
| 3M | -6.0% | +2.0% | -8.0% | -6.3% |
| 6M | +33.7% | +11.7% | +21.9% | +32.6% |
| YTD | +16.4% | -18.1% | +34.5% | +16.7% |
| 1Y | +10.1% | -2.4% | +12.5% | +9.3% |
| 3Y | -16.3% | +580.6% | -596.9% | -26.2% |
| 5Y | +2.1% | +4.9% | -2.8% | -2.6% |
| All | +152.5% | +2,461.5% | -2,308.9% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 10y: compounded portfolio wealth divided by compounded CVNA 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…
10y analysis · Full analysis span regression · 6 months rolling