+13.6%
CVNA vs FFIV
+92.2%
-78.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | +3.5% | -1.5% | +5.1% | +5.2% |
| 30D | +5.5% | -2.7% | +8.1% | +7.0% |
| 3M | +7.6% | -1.7% | +9.2% | +6.4% |
| 6M | +17.6% | +36.1% | -18.5% | -23.5% |
| YTD | -11.5% | +52.6% | -64.1% | -52.5% |
| 1Y | +0.4% | +21.5% | -21.1% | -30.4% |
| 3Y | +695.6% | +142.7% | +552.9% | +84.9% |
| 5Y | +13.6% | +92.6% | -79.0% | -60.3% |
| All | +13.6% | +92.2% | -78.6% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling