+3,265.8%
CVNA vs FERG
+323.6%
+2,942.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | +3.5% | +3.4% | +0.1% | +1.9% |
| 30D | +5.5% | -11.5% | +17.0% | +11.5% |
| 3M | +7.6% | +1.3% | +6.3% | +6.7% |
| 6M | +17.6% | -1.0% | +18.6% | +18.0% |
| YTD | -11.5% | +3.2% | -14.7% | -12.9% |
| 1Y | +0.4% | -3.0% | +3.3% | +1.0% |
| 3Y | +695.6% | +55.0% | +640.5% | +556.8% |
| 5Y | +13.6% | +72.6% | -59.1% | -11.9% |
| All | +3,265.8% | +323.6% | +2,942.1% | +3,286.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling