+155.0%
CVNA vs FGI
-69.8%
+224.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | +3.5% | +5.2% | -1.6% | +3.4% |
| 30D | +5.5% | +65.2% | -59.7% | +3.2% |
| 3M | +7.6% | +30.2% | -22.6% | +5.6% |
| 6M | +17.6% | +87.8% | -70.2% | +12.8% |
| YTD | -11.5% | +32.5% | -43.9% | -14.3% |
| 1Y | +0.4% | +93.6% | -93.2% | -5.8% |
| 3Y | +695.6% | -2.6% | +698.2% | +666.9% |
| All | +155.0% | -69.8% | +224.8% | +171.9% |
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