+3,259.9%
CVNA vs FDS
+103.8%
+3,156.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +4.5% |
| 7D | +0.7% | -1.9% | +2.6% | +2.1% |
| 30D | +7.4% | +9.0% | -1.7% | -0.8% |
| 3M | +12.7% | +18.9% | -6.2% | -6.5% |
| 6M | +17.9% | +35.1% | -17.2% | -16.0% |
| YTD | -11.6% | +5.5% | -17.1% | -22.8% |
| 1Y | +0.8% | -16.8% | +17.6% | +8.1% |
| 3Y | +633.4% | -28.1% | +661.5% | +797.1% |
| 5Y | +13.5% | -17.4% | +30.9% | +34.6% |
| All | +3,259.9% | +103.8% | +3,156.1% | +2,177.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling