+3,189.2%
CVNA vs FICO
+446.9%
+2,742.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -4.9% |
| 7D | +2.4% | +0.9% | +1.6% | +1.5% |
| 30D | +14.6% | +9.4% | +5.1% | +4.8% |
| 3M | -1.5% | -30.4% | +28.9% | +14.1% |
| 6M | -6.3% | -35.1% | +28.8% | +9.8% |
| YTD | -13.5% | -56.8% | +43.3% | +33.7% |
| 1Y | +13.3% | -58.4% | +71.7% | +79.6% |
| 3Y | +1,150.8% | -26.7% | +1,177.5% | +892.2% |
| 5Y | +27.1% | +88.0% | -60.9% | -56.5% |
| All | +3,189.2% | +446.9% | +2,742.3% | +530.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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