+3,015.3%
CVNA vs FANG
+166.1%
+2,849.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -7.3% | +2.9% | -10.2% | -8.1% |
| 30D | -4.6% | +2.6% | -7.2% | -5.6% |
| 3M | +2.0% | +7.6% | -5.6% | -1.4% |
| 6M | +11.7% | +17.3% | -5.6% | +3.7% |
| YTD | -18.1% | +38.7% | -56.7% | -28.6% |
| 1Y | -2.4% | +51.6% | -54.0% | -17.9% |
| 3Y | +580.6% | +50.0% | +530.6% | +472.1% |
| 5Y | +4.9% | +237.6% | -232.7% | -33.4% |
| All | +3,015.3% | +166.1% | +2,849.2% | +1,647.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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