+11.6%
CVNA vs CF
+247.6%
-236.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -1.9% |
| 7D | -1.0% | -0.8% | -0.2% | -1.0% |
| 30D | -1.0% | +14.3% | -15.3% | -2.0% |
| 3M | +5.5% | +27.9% | -22.4% | +3.3% |
| 6M | +11.8% | +25.5% | -13.7% | +7.5% |
| YTD | -13.0% | +81.2% | -94.2% | -22.3% |
| 1Y | -2.1% | +66.5% | -68.6% | -11.3% |
| 3Y | +681.6% | +76.7% | +605.0% | +589.1% |
| 5Y | +11.6% | +237.8% | -226.2% | -13.8% |
| All | +11.6% | +247.6% | -236.0% | -13.8% |
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