+1,163.4%
CVNA vs CF
+68.9%
+1,094.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.2% |
| 7D | -1.6% | +4.8% | -6.4% | -1.1% |
| 30D | +24.9% | +4.7% | +20.1% | +25.8% |
| 3M | -1.8% | +7.4% | -9.2% | -0.7% |
| 6M | +3.5% | +0.6% | +2.9% | +4.7% |
| YTD | -14.3% | +64.1% | -78.4% | -20.6% |
| 1Y | +13.6% | +51.4% | -37.8% | +7.0% |
| 3Y | +1,163.4% | +67.8% | +1,095.6% | +994.2% |
| All | +1,163.4% | +68.9% | +1,094.5% | +994.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling