+6.1%
CVNA vs FCUV
-99.8%
+105.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -1.6% |
| 7D | -7.3% | -66.5% | +59.2% | -6.4% |
| 30D | -4.6% | +5.0% | -9.6% | -5.4% |
| 3M | +2.0% | +63.8% | -61.8% | -4.3% |
| 6M | +11.7% | -67.8% | +79.6% | +10.5% |
| YTD | -18.1% | -82.4% | +64.3% | -17.2% |
| 1Y | -2.4% | -94.7% | +92.4% | +3.3% |
| 3Y | +580.6% | -99.3% | +679.8% | +757.1% |
| All | +6.1% | -99.8% | +105.9% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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