+25.7%
CVNA vs CF
+120.6%
-94.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | +7.7% | -3.2% | +10.9% | +7.9% |
| 30D | +17.2% | +4.3% | +12.9% | +16.8% |
| 3M | +7.7% | +2.8% | +4.8% | +7.2% |
| 6M | -5.5% | +0.6% | -6.1% | -6.0% |
| YTD | -12.8% | +56.6% | -69.5% | -21.9% |
| 1Y | +26.8% | +49.6% | -22.8% | +14.5% |
| 3Y | +1,007.0% | +61.5% | +945.5% | +866.6% |
| All | +25.7% | +120.6% | -94.9% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling