+3,065.8%
CVNA vs FHN
+83.2%
+2,982.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.6% |
| 7D | -4.3% | -0.8% | -3.5% | -3.9% |
| 30D | -2.4% | -2.6% | +0.2% | -1.3% |
| 3M | +4.5% | +0.8% | +3.7% | +3.8% |
| 6M | +10.2% | +9.2% | +1.0% | +5.3% |
| YTD | -16.7% | +5.1% | -21.8% | -18.8% |
| 1Y | -3.8% | +12.2% | -16.0% | -9.5% |
| 3Y | +648.3% | +132.4% | +515.9% | +424.6% |
| 5Y | +6.6% | +91.1% | -84.5% | -23.9% |
| All | +3,065.8% | +83.2% | +2,982.6% | +1,737.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling