+1,152.6%
CVNA vs FAST
+96.6%
+1,056.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +2.1% |
| 7D | +5.9% | +3.8% | +2.1% | +3.9% |
| 30D | +19.7% | +8.1% | +11.6% | +14.8% |
| 3M | +7.6% | +5.8% | +1.8% | +4.2% |
| 6M | -2.2% | +24.9% | -27.0% | -13.8% |
| YTD | -9.6% | +38.9% | -48.6% | -26.4% |
| 1Y | +25.4% | +36.5% | -11.0% | +3.1% |
| 3Y | +1,152.6% | +98.1% | +1,054.5% | +645.4% |
| All | +1,152.6% | +96.6% | +1,056.0% | +645.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling