+13.6%
CVNA vs FDX
+63.0%
-49.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +2.5% |
| 7D | +3.5% | -3.3% | +6.8% | +6.5% |
| 30D | +5.5% | -1.4% | +6.9% | +6.6% |
| 3M | +7.6% | -4.5% | +12.1% | +11.3% |
| 6M | +17.6% | +9.4% | +8.2% | +5.9% |
| YTD | -11.5% | +36.0% | -47.5% | -35.9% |
| 1Y | +0.4% | +75.5% | -75.1% | -43.7% |
| 3Y | +695.6% | +62.8% | +632.8% | +325.8% |
| 5Y | +13.6% | +64.4% | -50.8% | -44.7% |
| All | +13.6% | +63.0% | -49.4% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling