+0.4%
CVNA vs CF
+60.9%
-60.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.4% |
| 7D | +3.5% | -0.9% | +4.5% | +3.2% |
| 30D | +5.5% | +18.1% | -12.6% | +12.2% |
| 3M | +7.6% | +23.4% | -15.8% | +17.0% |
| 6M | +17.6% | +17.1% | +0.5% | +26.6% |
| YTD | -11.5% | +76.2% | -87.7% | +2.3% |
| 1Y | +0.4% | +62.3% | -61.9% | +18.5% |
| All | +0.4% | +60.9% | -60.6% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling