+20.3%
CVNA vs CF
+117.5%
-97.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.2% |
| 7D | -1.7% | +5.4% | -7.1% | -2.0% |
| 30D | +17.3% | +6.5% | +10.8% | +16.9% |
| 3M | -2.3% | +4.6% | -6.9% | -2.6% |
| 6M | -3.9% | -3.3% | -0.6% | -3.7% |
| YTD | -16.1% | +63.9% | -80.0% | -24.9% |
| 1Y | +7.9% | +50.4% | -42.5% | -1.8% |
| 3Y | +1,113.4% | +68.2% | +1,045.2% | +959.1% |
| 5Y | +20.3% | +113.8% | -93.5% | -6.4% |
| All | +20.3% | +117.5% | -97.2% | -6.4% |
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