+3,259.9%
CVNA vs CF
+518.2%
+2,741.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.7% |
| 7D | +0.7% | +6.0% | -5.3% | -1.4% |
| 30D | +7.4% | +14.8% | -7.5% | +2.0% |
| 3M | +12.7% | +14.1% | -1.4% | +6.2% |
| 6M | +17.9% | +28.5% | -10.6% | +1.2% |
| YTD | -11.6% | +74.9% | -86.6% | -34.2% |
| 1Y | +0.8% | +61.7% | -60.9% | -23.0% |
| 3Y | +633.4% | +80.3% | +553.1% | +412.4% |
| 5Y | +13.5% | +226.0% | -212.5% | -50.3% |
| All | +3,259.9% | +518.2% | +2,741.7% | +704.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling