+3,206.8%
CVNA vs FCUV
-98.6%
+3,305.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.3% | -1.7% |
| 7D | -1.0% | -63.8% | +62.7% | -0.7% |
| 30D | -1.0% | -14.7% | +13.7% | -1.2% |
| 3M | +5.5% | +65.3% | -59.9% | +2.8% |
| 6M | +11.8% | -68.5% | +80.3% | +9.7% |
| YTD | -13.0% | -83.0% | +70.0% | -14.4% |
| 1Y | -2.1% | -94.4% | +92.3% | -3.2% |
| 3Y | +681.6% | -99.3% | +780.9% | +674.4% |
| 5Y | +11.6% | -99.9% | +111.5% | +11.5% |
| All | +3,206.8% | -98.6% | +3,305.4% | +3,628.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling