+695.6%
CVNA vs FFIV
+141.9%
+553.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +3.5% | -1.5% | +5.1% | +4.5% |
| 30D | +5.5% | -2.7% | +8.1% | +6.5% |
| 3M | +7.6% | -1.7% | +9.2% | +7.4% |
| 6M | +17.6% | +36.1% | -18.5% | -8.3% |
| YTD | -11.5% | +52.6% | -64.1% | -38.4% |
| 1Y | +0.4% | +21.5% | -21.1% | -16.5% |
| 3Y | +695.6% | +142.7% | +552.9% | +263.1% |
| All | +695.6% | +141.9% | +553.6% | +263.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling