+3,159.9%
CVNA vs FICO
+439.1%
+2,720.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +1.9% |
| 7D | -1.6% | +2.2% | -3.9% | -3.1% |
| 30D | +24.9% | +0.1% | +24.8% | +23.2% |
| 3M | -1.8% | -35.2% | +33.4% | +20.3% |
| 6M | +3.5% | -32.4% | +35.9% | +17.1% |
| YTD | -14.3% | -57.4% | +43.1% | +33.9% |
| 1Y | +13.6% | -58.5% | +72.1% | +80.3% |
| 3Y | +1,163.4% | -28.9% | +1,192.3% | +929.0% |
| 5Y | +22.9% | +91.7% | -68.8% | -58.7% |
| All | +3,159.9% | +439.1% | +2,720.8% | +531.3% |
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