+3,265.8%
CVNA vs FAST
+452.7%
+2,813.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +3.5% | +1.3% | +2.2% | +2.1% |
| 30D | +5.5% | -4.7% | +10.2% | +9.8% |
| 3M | +7.6% | +7.9% | -0.3% | -0.6% |
| 6M | +17.6% | +7.4% | +10.2% | +7.5% |
| YTD | -11.5% | +25.1% | -36.5% | -31.0% |
| 1Y | +0.4% | +4.7% | -4.3% | -7.8% |
| 3Y | +695.6% | +94.7% | +600.9% | +261.1% |
| 5Y | +13.6% | +106.8% | -93.2% | -46.7% |
| All | +3,265.8% | +452.7% | +2,813.0% | +766.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling