+3,259.9%
CVNA vs FAST
+455.2%
+2,804.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.9% |
| 7D | +0.7% | -0.4% | +1.1% | +0.9% |
| 30D | +7.4% | -0.8% | +8.1% | +7.5% |
| 3M | +12.7% | +5.8% | +6.9% | +6.1% |
| 6M | +17.9% | +8.0% | +9.9% | +7.4% |
| YTD | -11.6% | +25.6% | -37.3% | -31.4% |
| 1Y | +0.8% | +0.8% | -0.1% | -4.0% |
| 3Y | +633.4% | +86.1% | +547.3% | +250.2% |
| 5Y | +13.5% | +100.2% | -86.7% | -45.4% |
| All | +3,259.9% | +455.2% | +2,804.7% | +761.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling