+161.8%
UNH vs CVNA
+2,618.9%
-2,457.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.9% |
| 7D | -1.7% | -1.0% | -0.6% | -1.6% |
| 30D | -3.8% | -1.0% | -2.8% | -3.8% |
| 3M | -4.3% | +5.5% | -9.7% | -4.7% |
| 6M | +38.6% | +11.8% | +26.8% | +37.5% |
| YTD | +20.7% | -13.0% | +33.7% | +20.7% |
| 1Y | +16.0% | -2.1% | +18.1% | +15.1% |
| 3Y | -13.5% | +681.6% | -695.1% | -24.3% |
| 5Y | +3.5% | +11.6% | -8.1% | -1.5% |
| All | +161.8% | +2,618.9% | -2,457.0% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling