+3,214.0%
CVNA vs CF
+453.5%
+2,760.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | +7.7% | -3.2% | +10.9% | +8.4% |
| 30D | +17.2% | +4.3% | +12.9% | +14.7% |
| 3M | +7.7% | +2.8% | +4.8% | +5.2% |
| 6M | -5.5% | +0.6% | -6.1% | -8.5% |
| YTD | -12.8% | +56.6% | -69.5% | -33.3% |
| 1Y | +26.8% | +49.6% | -22.8% | -1.3% |
| 3Y | +1,007.0% | +61.5% | +945.5% | +698.5% |
| 5Y | +23.5% | +124.0% | -100.5% | -34.0% |
| All | +3,214.0% | +453.5% | +2,760.5% | +715.5% |
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