+3,335.1%
CVNA vs FICO
+441.7%
+2,893.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +0.9% | +1.8% |
| 7D | +5.9% | -0.1% | +6.0% | +5.7% |
| 30D | +19.7% | +8.4% | +11.2% | +10.2% |
| 3M | +7.6% | -30.5% | +38.1% | +24.8% |
| 6M | -2.2% | -35.7% | +33.6% | +15.5% |
| YTD | -9.6% | -57.2% | +47.5% | +40.6% |
| 1Y | +25.4% | -58.4% | +83.8% | +98.7% |
| 3Y | +1,152.6% | -24.8% | +1,177.4% | +863.6% |
| 5Y | +28.9% | +79.3% | -50.4% | -54.1% |
| All | +3,335.1% | +441.7% | +2,893.4% | +562.9% |
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