+3,091.0%
CVNA vs FDX
+141.0%
+2,949.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.2% |
| 7D | -1.7% | +0.8% | -2.5% | -2.4% |
| 30D | +17.3% | +9.9% | +7.4% | +8.9% |
| 3M | -2.3% | -1.9% | -0.4% | -0.9% |
| 6M | -3.9% | +6.1% | -10.0% | -9.0% |
| YTD | -16.1% | +38.8% | -54.9% | -37.9% |
| 1Y | +7.9% | +50.0% | -42.1% | -25.2% |
| 3Y | +1,113.4% | +71.0% | +1,042.4% | +600.6% |
| 5Y | +20.3% | +72.5% | -52.2% | -27.8% |
| All | +3,091.0% | +141.0% | +2,949.9% | +1,243.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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