+3,159.9%
CVNA vs FFIV
+143.5%
+3,016.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.8% | +4.5% |
| 7D | -1.6% | -0.5% | -1.1% | -1.2% |
| 30D | +24.9% | -32.4% | +57.3% | +68.5% |
| 3M | -1.8% | -25.7% | +23.9% | +18.9% |
| 6M | +3.5% | -13.5% | +17.0% | +5.8% |
| YTD | -14.3% | +21.1% | -35.4% | -40.3% |
| 1Y | +13.6% | +29.4% | -15.8% | -26.6% |
| 3Y | +1,163.4% | +94.9% | +1,068.5% | +410.4% |
| 5Y | +22.9% | +34.7% | -11.8% | -24.1% |
| All | +3,159.9% | +143.5% | +3,016.4% | +1,277.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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