+21.4%
CVNA vs FAST
+106.5%
-85.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.9% |
| 7D | -1.6% | +4.2% | -5.8% | -6.0% |
| 30D | +24.9% | +6.7% | +18.2% | +16.2% |
| 3M | -1.8% | +8.0% | -9.8% | -10.8% |
| 6M | +3.5% | +27.4% | -23.9% | -22.7% |
| YTD | -14.3% | +40.5% | -54.8% | -45.3% |
| 1Y | +13.6% | +38.4% | -24.8% | -26.5% |
| 3Y | +1,163.4% | +98.7% | +1,064.8% | +300.4% |
| All | +21.4% | +106.5% | -85.1% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling