+146.9%
CVNA vs FGI
-74.8%
+221.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -25.2% | +27.3% | +2.7% |
| 7D | -1.6% | -14.4% | +12.8% | -1.4% |
| 30D | +24.9% | -11.8% | +36.6% | +25.0% |
| 3M | -1.8% | -46.2% | +44.4% | -0.9% |
| 6M | +3.5% | +5.2% | -1.6% | +1.8% |
| YTD | -14.3% | +10.5% | -24.8% | -16.9% |
| 1Y | +13.6% | +25.5% | -11.9% | +9.2% |
| 3Y | +1,163.4% | -16.0% | +1,179.4% | +1,117.1% |
| All | +146.9% | -74.8% | +221.7% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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