+3,206.8%
CVNA vs FFIV
+218.7%
+2,988.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.6% | -5.4% |
| 7D | -1.0% | +3.5% | -4.5% | -4.3% |
| 30D | -1.0% | -1.3% | +0.3% | -1.1% |
| 3M | +5.5% | +2.4% | +3.1% | +0.7% |
| 6M | +11.8% | +41.8% | -30.0% | -24.6% |
| YTD | -13.0% | +58.5% | -71.5% | -49.4% |
| 1Y | -2.1% | +24.3% | -26.5% | -28.9% |
| 3Y | +681.6% | +152.0% | +529.6% | +167.4% |
| 5Y | +11.6% | +99.1% | -87.5% | -47.6% |
| All | +3,206.8% | +218.7% | +2,988.1% | +1,069.2% |
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