+3,091.0%
CVNA vs FFIV
+150.2%
+2,940.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.5% |
| 7D | -1.7% | +1.9% | -3.6% | -3.3% |
| 30D | +17.3% | -33.3% | +50.6% | +60.7% |
| 3M | -2.3% | -24.9% | +22.6% | +17.5% |
| 6M | -3.9% | -10.5% | +6.6% | -4.7% |
| YTD | -16.1% | +24.4% | -40.5% | -42.9% |
| 1Y | +7.9% | +32.3% | -24.3% | -31.4% |
| 3Y | +1,113.4% | +99.7% | +1,013.7% | +380.7% |
| 5Y | +20.3% | +38.4% | -18.1% | -27.3% |
| All | +3,091.0% | +150.2% | +2,940.8% | +1,217.7% |
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