+3,015.3%
CVNA vs FERG
+316.6%
+2,698.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | -7.3% | -2.6% | -4.7% | -6.1% |
| 30D | -4.6% | -8.9% | +4.3% | -0.5% |
| 3M | +2.0% | -2.0% | +4.0% | +2.9% |
| 6M | +11.7% | -3.2% | +14.9% | +13.3% |
| YTD | -18.1% | +1.5% | -19.6% | -18.8% |
| 1Y | -2.4% | +0.5% | -2.9% | -3.3% |
| 3Y | +580.6% | +50.4% | +530.2% | +469.1% |
| 5Y | +4.9% | +68.7% | -63.8% | -18.0% |
| All | +3,015.3% | +316.6% | +2,698.7% | +3,059.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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