+3,189.2%
CVNA vs FFIV
+149.9%
+3,039.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.1% |
| 7D | +2.4% | -4.2% | +6.6% | +6.4% |
| 30D | +14.6% | -33.9% | +48.4% | +58.3% |
| 3M | -1.5% | -22.6% | +21.1% | +14.9% |
| 6M | -6.3% | -10.4% | +4.1% | -7.2% |
| YTD | -13.5% | +24.3% | -37.8% | -41.1% |
| 1Y | +13.3% | +31.8% | -18.5% | -27.8% |
| 3Y | +1,150.8% | +99.5% | +1,051.3% | +395.8% |
| 5Y | +27.1% | +40.7% | -13.6% | -24.2% |
| All | +3,189.2% | +149.9% | +3,039.3% | +1,259.1% |
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 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