+3,259.9%
CVNA vs FFIV
+207.6%
+3,052.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | +0.7% | -1.0% | +1.7% | +1.5% |
| 30D | +7.4% | -5.1% | +12.4% | +11.3% |
| 3M | +12.7% | -4.5% | +17.1% | +15.0% |
| 6M | +17.9% | +36.5% | -18.5% | -17.4% |
| YTD | -11.6% | +53.0% | -64.6% | -46.7% |
| 1Y | +0.8% | +24.2% | -23.5% | -27.0% |
| 3Y | +633.4% | +137.2% | +496.2% | +167.4% |
| 5Y | +13.5% | +91.8% | -78.3% | -44.8% |
| All | +3,259.9% | +207.6% | +3,052.4% | +1,130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling