+3,159.9%
CVNA vs CF
+479.9%
+2,680.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | +4.8% | -6.4% | -3.2% |
| 30D | +24.9% | +4.7% | +20.1% | +22.2% |
| 3M | -1.8% | +7.4% | -9.2% | -5.4% |
| 6M | +3.5% | +0.6% | +2.9% | +0.7% |
| YTD | -14.3% | +64.1% | -78.4% | -35.4% |
| 1Y | +13.6% | +51.4% | -37.8% | -11.7% |
| 3Y | +1,163.4% | +67.8% | +1,095.6% | +800.9% |
| 5Y | +22.9% | +114.1% | -91.2% | -31.6% |
| All | +3,159.9% | +479.9% | +2,680.0% | +689.6% |
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