+154.5%
CVNA vs FGI
-70.4%
+224.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.5% | -6.0% | +1.4% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | +7.4% | +65.4% | -58.0% | +5.0% |
| 3M | +12.7% | +23.5% | -10.8% | +10.8% |
| 6M | +17.9% | +60.5% | -42.6% | +13.6% |
| YTD | -11.6% | +30.0% | -41.6% | -14.4% |
| 1Y | +0.8% | +82.1% | -81.3% | -5.3% |
| 3Y | +633.4% | -4.4% | +637.8% | +607.2% |
| All | +154.5% | -70.4% | +224.9% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling