+3,159.9%
CVNA vs FDS
+124.5%
+3,035.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +1.9% |
| 7D | -1.6% | +1.5% | -3.1% | -2.8% |
| 30D | +24.9% | +14.8% | +10.0% | +11.1% |
| 3M | -1.8% | +16.3% | -18.1% | -15.1% |
| 6M | +3.5% | +66.2% | -62.7% | -38.3% |
| YTD | -14.3% | +16.2% | -30.5% | -31.9% |
| 1Y | +13.6% | +21.8% | -8.2% | -16.0% |
| 3Y | +1,163.4% | -23.9% | +1,187.3% | +1,373.7% |
| 5Y | +22.9% | -23.1% | +46.0% | +55.4% |
| All | +3,159.9% | +124.5% | +3,035.4% | +1,910.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling