+3,265.8%
CVNA vs CF
+522.7%
+2,743.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | +3.5% | -0.9% | +4.5% | +3.8% |
| 30D | +5.5% | +18.1% | -12.6% | -0.7% |
| 3M | +7.6% | +23.4% | -15.8% | -1.3% |
| 6M | +17.6% | +17.1% | +0.5% | +5.1% |
| YTD | -11.5% | +76.2% | -87.7% | -34.2% |
| 1Y | +0.4% | +62.3% | -61.9% | -23.3% |
| 3Y | +695.6% | +71.8% | +623.7% | +470.2% |
| 5Y | +13.6% | +234.6% | -221.0% | -50.9% |
| All | +3,265.8% | +522.7% | +2,743.0% | +703.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CF 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling