+0.5%
CVNA vs FDX
+72.3%
-71.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -0.9% |
| 7D | -1.0% | -2.3% | +1.3% | +0.1% |
| 30D | -1.0% | -4.9% | +3.9% | +1.5% |
| 3M | +5.5% | -6.5% | +11.9% | +9.2% |
| 6M | +11.8% | +6.7% | +5.2% | +7.0% |
| YTD | -13.0% | +33.9% | -46.9% | -26.9% |
| All | +0.5% | +72.3% | -71.7% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling