+28.9%
CVNA vs FAST
+110.9%
-82.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +0.4% |
| 7D | +5.9% | +3.8% | +2.1% | +1.8% |
| 30D | +19.7% | +8.1% | +11.6% | +9.6% |
| 3M | +7.6% | +5.8% | +1.8% | +0.1% |
| 6M | -2.2% | +24.9% | -27.0% | -25.2% |
| YTD | -9.6% | +38.9% | -48.6% | -41.6% |
| 1Y | +25.4% | +36.5% | -11.0% | -17.5% |
| 3Y | +1,152.6% | +98.1% | +1,054.5% | +295.3% |
| 5Y | +28.9% | +109.3% | -80.4% | -66.1% |
| All | +28.9% | +110.9% | -82.0% | -66.1% |
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 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