+3,214.0%
CVNA vs FICO
+427.4%
+2,786.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +7.7% | -0.9% | +8.7% | +8.2% |
| 30D | +17.2% | +3.3% | +13.9% | +11.3% |
| 3M | +7.7% | -31.7% | +39.4% | +26.2% |
| 6M | -5.5% | -34.0% | +28.4% | +8.6% |
| YTD | -12.8% | -58.3% | +45.5% | +38.1% |
| 1Y | +26.8% | -57.9% | +84.7% | +97.9% |
| 3Y | +1,007.0% | -24.1% | +1,031.0% | +732.9% |
| 5Y | +23.5% | +85.3% | -61.8% | -57.6% |
| All | +3,214.0% | +427.4% | +2,786.6% | +551.4% |
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