+3,189.2%
CVNA vs CF
+467.2%
+2,721.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -5.1% |
| 7D | +2.4% | +4.8% | -2.3% | +0.5% |
| 30D | +14.6% | +9.7% | +4.9% | +10.2% |
| 3M | -1.5% | +1.2% | -2.8% | -3.3% |
| 6M | -6.3% | +7.4% | -13.7% | -11.4% |
| YTD | -13.5% | +60.5% | -74.0% | -34.3% |
| 1Y | +13.3% | +50.7% | -37.5% | -12.0% |
| 3Y | +1,150.8% | +64.8% | +1,086.0% | +796.7% |
| 5Y | +27.1% | +115.8% | -88.7% | -30.0% |
| All | +3,189.2% | +467.2% | +2,721.9% | +702.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling