+3,259.9%
CVNA vs FHN
+84.5%
+3,175.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.7% | +1.2% | -0.4% | +0.2% |
| 30D | +7.4% | -4.7% | +12.1% | +9.7% |
| 3M | +12.7% | +3.5% | +9.1% | +10.4% |
| 6M | +17.9% | +7.8% | +10.1% | +13.4% |
| YTD | -11.6% | +5.9% | -17.5% | -14.1% |
| 1Y | +0.8% | +12.5% | -11.7% | -5.4% |
| 3Y | +633.4% | +117.2% | +516.2% | +427.4% |
| 5Y | +13.5% | +86.5% | -73.1% | -18.2% |
| All | +3,259.9% | +84.5% | +3,175.4% | +1,843.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling